+19.8%
GME vs BNS
+129.0%
-109.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | +6.0% | -2.2% | +8.2% | +7.3% |
| 30D | +8.3% | +4.5% | +3.9% | +5.5% |
| 3M | -9.1% | +14.9% | -23.9% | -16.6% |
| 6M | -16.3% | +32.5% | -48.8% | -29.9% |
| YTD | +1.5% | +28.6% | -27.1% | -13.7% |
| 1Y | -16.3% | +48.4% | -64.7% | -35.8% |
| All | +19.8% | +129.0% | -109.2% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling