+15.4%
GM vs BNS
+33.7%
-18.2%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.1% |
| 30D | -3.4% | +4.5% | -7.9% | -5.2% |
| 3M | +8.7% | +14.9% | -6.2% | -2.4% |
| 6M | +15.4% | +32.5% | -17.1% | -10.6% |
| All | +15.4% | +33.7% | -18.2% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling