+459.7%
GLW vs BNS
+129.0%
+330.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.7% |
| 7D | +11.7% | -2.2% | +13.9% | +13.3% |
| 30D | +2.7% | +4.5% | -1.8% | -0.6% |
| 3M | -2.8% | +14.9% | -17.7% | -12.0% |
| 6M | +20.2% | +32.5% | -12.3% | -0.6% |
| YTD | +87.3% | +28.6% | +58.7% | +58.1% |
| 1Y | +119.6% | +48.4% | +71.2% | +73.0% |
| All | +459.7% | +129.0% | +330.8% | +246.3% |
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