+145.9%
GLDM vs BNS
+94.5%
+51.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -0.5% | +1.5% | -2.1% | -0.8% |
| 30D | +4.4% | +6.0% | -1.5% | +3.3% |
| 3M | -1.1% | +16.3% | -17.4% | -3.8% |
| 6M | -13.7% | +28.8% | -42.4% | -17.6% |
| YTD | +2.8% | +30.0% | -27.2% | -2.0% |
| 1Y | +24.8% | +50.7% | -25.9% | +16.6% |
| 3Y | +127.8% | +125.4% | +2.4% | +101.6% |
| All | +145.9% | +94.5% | +51.4% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling