+5.8%
GLXY vs BNS
+87.2%
-81.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -5.1% |
| 7D | -8.9% | -2.2% | -6.8% | -6.2% |
| 30D | +19.9% | +4.5% | +15.4% | +12.8% |
| 3M | -20.0% | +14.9% | -34.9% | -34.9% |
| 6M | +10.5% | +32.5% | -21.9% | -27.8% |
| YTD | +7.9% | +28.6% | -20.7% | -25.6% |
| 1Y | -7.5% | +48.4% | -55.8% | -45.6% |
| All | +5.8% | +87.2% | -81.3% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling