+526.0%
GLW vs BNS
+187.6%
+338.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | +7.7% | +0.9% | +6.8% | +7.2% |
| 30D | -18.8% | +2.8% | -21.6% | -20.2% |
| 3M | -27.7% | +3.0% | -30.7% | -29.2% |
| 6M | -44.4% | +23.3% | -67.7% | -52.2% |
| YTD | +31.3% | +29.3% | +1.9% | +9.5% |
| 1Y | +40.0% | +41.7% | -1.6% | +9.5% |
| 3Y | +339.2% | +147.7% | +191.5% | +125.1% |
| 5Y | +229.2% | +79.4% | +149.8% | +112.3% |
| All | +526.0% | +187.6% | +338.4% | +188.7% |
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