+123.2%
GLW vs BNS
+50.5%
+72.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.9% |
| 7D | +3.8% | +1.5% | +2.2% | +1.9% |
| 30D | -1.3% | +6.0% | -7.3% | -7.2% |
| 3M | -21.8% | +16.3% | -38.2% | -35.2% |
| 6M | +6.9% | +27.3% | -20.4% | -21.8% |
| YTD | +77.2% | +28.5% | +48.7% | +29.5% |
| 1Y | +123.2% | +49.0% | +74.2% | +58.8% |
| All | +123.2% | +50.5% | +72.8% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling