+452.7%
GS vs BNS
+181.8%
+271.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.2% | -2.2% | -1.0% | -1.3% |
| 30D | -2.4% | +5.1% | -7.5% | -6.3% |
| 3M | -15.7% | +4.7% | -20.5% | -19.1% |
| 6M | -6.8% | +19.0% | -25.8% | -19.6% |
| YTD | -0.1% | +28.2% | -28.2% | -19.1% |
| 1Y | +12.1% | +43.4% | -31.3% | -17.4% |
| 3Y | +185.8% | +143.1% | +42.7% | +32.8% |
| 5Y | +140.1% | +77.3% | +62.8% | +44.8% |
| All | +452.7% | +181.8% | +271.0% | +143.4% |
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 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