+290.5%
GME vs BNS
+188.9%
+101.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.3% |
| 7D | +10.4% | -0.4% | +10.8% | +10.7% |
| 30D | +14.1% | +3.5% | +10.6% | +11.0% |
| 3M | -4.6% | +14.1% | -18.7% | -13.8% |
| 6M | -13.5% | +33.8% | -47.3% | -30.3% |
| YTD | +5.3% | +29.5% | -24.1% | -13.5% |
| 1Y | -14.9% | +48.4% | -63.3% | -36.9% |
| 3Y | +24.3% | +129.6% | -105.3% | -33.9% |
| 5Y | -55.6% | +96.1% | -151.6% | -73.1% |
| All | +290.5% | +188.9% | +101.6% | +83.0% |
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