+199.8%
GS vs BNS
+149.7%
+50.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +5.9% | +0.9% | +4.9% | +5.1% |
| 30D | +4.3% | +2.8% | +1.5% | +2.5% |
| 3M | -11.7% | +3.0% | -14.7% | -13.5% |
| 6M | -3.2% | +23.3% | -26.4% | -17.1% |
| YTD | +5.8% | +29.3% | -23.5% | -12.7% |
| 1Y | +16.0% | +41.7% | -25.7% | -10.3% |
| 3Y | +199.8% | +147.7% | +52.0% | +57.4% |
| All | +199.8% | +149.7% | +50.1% | +57.4% |
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