+61.5%
GNRC vs BNS
+130.5%
-69.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -15.7% | +3.5% | -19.2% | -17.8% |
| 3M | -27.3% | +14.1% | -41.4% | -34.0% |
| 6M | -12.1% | +33.8% | -45.8% | -28.7% |
| YTD | +37.1% | +29.5% | +7.7% | +13.4% |
| 1Y | -0.5% | +48.4% | -48.9% | -25.0% |
| 3Y | +61.5% | +129.6% | -68.1% | -17.4% |
| All | +61.5% | +130.5% | -69.0% | -17.4% |
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 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