+929.8%
GME vs BNS
+1,463.9%
-534.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | +4.8% | -1.3% | +6.1% | +5.6% |
| 30D | +5.9% | +4.0% | +1.8% | +3.0% |
| 3M | -10.7% | +13.8% | -24.5% | -18.0% |
| 6M | -19.8% | +32.7% | -52.5% | -33.0% |
| YTD | -0.9% | +27.6% | -28.5% | -15.5% |
| 1Y | -15.7% | +47.4% | -63.1% | -34.3% |
| 3Y | +12.3% | +129.0% | -116.7% | -33.5% |
| 5Y | -60.1% | +92.7% | -152.8% | -73.4% |
| 10Y | +265.3% | +182.1% | +83.2% | +88.2% |
| All | +929.8% | +1,463.9% | -534.1% | +108.4% |
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