+213.0%
GLDM vs BNS
+151.9%
+61.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.0% | -3.2% | +1.3% | -1.7% |
| 30D | -4.4% | +5.1% | -9.5% | -4.9% |
| 3M | -8.8% | +6.0% | -14.8% | -9.3% |
| 6M | -15.9% | +23.4% | -39.2% | -17.4% |
| YTD | -7.7% | +30.4% | -38.1% | -9.8% |
| 1Y | -3.6% | +44.0% | -47.6% | -6.3% |
| 3Y | +105.2% | +150.3% | -45.1% | +93.3% |
| 5Y | +112.8% | +83.0% | +29.7% | +101.2% |
| All | +213.0% | +151.9% | +61.1% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling