+359.0%
GLW vs BNS
+150.0%
+209.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | +15.5% | +1.0% | +14.6% | +14.9% |
| 30D | -19.6% | +2.7% | -22.3% | -20.7% |
| 3M | -28.5% | +3.5% | -32.0% | -29.9% |
| 6M | -39.5% | +22.1% | -61.6% | -47.2% |
| YTD | +37.2% | +29.5% | +7.7% | +15.3% |
| 1Y | +35.4% | +40.7% | -5.3% | +9.4% |
| All | +359.0% | +150.0% | +209.0% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling