+437.1%
GS vs BNS
+188.0%
+249.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +5.1% | +1.0% | +4.2% | +4.3% |
| 30D | +2.4% | +2.7% | -0.3% | +0.3% |
| 3M | -11.5% | +3.5% | -15.0% | -14.1% |
| 6M | -2.5% | +22.1% | -24.6% | -17.7% |
| YTD | +5.5% | +29.5% | -24.0% | -15.4% |
| 1Y | +11.0% | +40.7% | -29.7% | -16.9% |
| 3Y | +200.1% | +148.6% | +51.5% | +36.5% |
| 5Y | +154.7% | +79.6% | +75.1% | +51.8% |
| All | +437.1% | +188.0% | +249.1% | +105.8% |
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