+833.1%
GLW vs BNS
+187.0%
+646.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.8% |
| 7D | +11.7% | -2.2% | +13.9% | +13.4% |
| 30D | +2.7% | +4.5% | -1.8% | -0.9% |
| 3M | -2.8% | +14.9% | -17.7% | -12.6% |
| 6M | +20.2% | +32.5% | -12.3% | -2.1% |
| YTD | +87.3% | +28.6% | +58.7% | +56.2% |
| 1Y | +119.6% | +48.4% | +71.2% | +65.4% |
| 3Y | +453.7% | +130.8% | +322.9% | +197.8% |
| 5Y | +376.1% | +94.8% | +281.3% | +187.1% |
| All | +833.1% | +187.0% | +646.1% | +335.4% |
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