+3,973.1%
GLW vs BNS
+1,487.3%
+2,485.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.8% |
| 3M | -28.5% | +3.5% | -32.0% | -30.0% |
| 6M | -39.5% | +22.1% | -61.6% | -47.0% |
| YTD | +37.2% | +29.5% | +7.7% | +16.2% |
| 1Y | +35.4% | +40.7% | -5.3% | +8.5% |
| 3Y | +359.7% | +148.6% | +211.1% | +147.8% |
| 5Y | +244.0% | +79.6% | +164.4% | +128.4% |
| 10Y | +556.7% | +188.9% | +367.8% | +212.3% |
| All | +3,973.1% | +1,487.3% | +2,485.9% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling