+394.5%
GLW vs BNS
+93.4%
+301.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +16.9% | -1.3% | +18.2% | +17.8% |
| 30D | +7.0% | +4.0% | +3.0% | +3.9% |
| 3M | -3.0% | +13.8% | -16.8% | -11.6% |
| 6M | +31.0% | +32.7% | -1.7% | +8.2% |
| YTD | +93.4% | +27.6% | +65.8% | +64.2% |
| 1Y | +134.7% | +47.4% | +87.3% | +82.6% |
| 3Y | +471.8% | +129.0% | +342.8% | +232.9% |
| 5Y | +394.5% | +92.7% | +301.8% | +221.1% |
| All | +394.5% | +93.4% | +301.1% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling