+5,159.3%
GLW vs BNS
+1,492.9%
+3,666.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.5% |
| 7D | +3.8% | +1.5% | +2.2% | +2.6% |
| 30D | -1.3% | +6.0% | -7.3% | -5.3% |
| 3M | -21.8% | +16.3% | -38.2% | -29.6% |
| 6M | +6.9% | +28.8% | -21.9% | -9.6% |
| YTD | +77.2% | +30.0% | +47.2% | +49.1% |
| 1Y | +123.2% | +50.7% | +72.5% | +70.1% |
| 3Y | +400.0% | +125.4% | +274.6% | +186.3% |
| 5Y | +342.8% | +94.2% | +248.6% | +177.7% |
| 10Y | +771.4% | +182.8% | +588.6% | +318.1% |
| All | +5,159.3% | +1,492.9% | +3,666.4% | +552.4% |
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 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