+642.6%
GS vs BNS
+177.9%
+464.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.7% |
| 7D | +3.4% | +1.8% | +1.6% | +1.8% |
| 30D | +0.2% | +4.5% | -4.3% | -3.7% |
| 3M | -0.3% | +15.8% | -16.1% | -12.1% |
| 6M | +27.4% | +31.5% | -4.1% | +1.0% |
| YTD | +19.6% | +28.6% | -9.0% | -3.4% |
| 1Y | +42.5% | +48.2% | -5.7% | +2.0% |
| 3Y | +240.4% | +130.8% | +109.6% | +65.3% |
| 5Y | +188.9% | +94.9% | +94.0% | +60.1% |
| 10Y | +642.6% | +179.6% | +463.0% | +212.2% |
| All | +642.6% | +177.9% | +464.6% | +212.2% |
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