+1,924.1%
GS vs BNS
+1,492.9%
+431.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +1.0% |
| 7D | +0.9% | +1.5% | -0.6% | -0.3% |
| 30D | -1.6% | +6.0% | -7.5% | -6.4% |
| 3M | -4.5% | +16.3% | -20.8% | -15.8% |
| 6M | +20.9% | +28.8% | -7.9% | -2.0% |
| YTD | +19.9% | +30.0% | -10.1% | -3.6% |
| 1Y | +41.4% | +50.7% | -9.3% | +0.6% |
| 3Y | +239.2% | +125.4% | +113.8% | +71.0% |
| 5Y | +185.0% | +94.2% | +90.8% | +60.6% |
| 10Y | +655.0% | +182.8% | +472.1% | +209.4% |
| All | +1,924.1% | +1,492.9% | +431.2% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling