+48.2%
GSK vs BNS
+92.5%
-44.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -5.4% | -2.2% | -3.2% | -4.8% |
| 30D | -4.6% | +4.5% | -9.1% | -6.0% |
| 3M | -5.1% | +14.9% | -20.0% | -9.4% |
| 6M | -11.4% | +32.5% | -43.9% | -19.2% |
| YTD | +0.7% | +28.6% | -27.9% | -7.4% |
| 1Y | +23.0% | +48.4% | -25.3% | +7.9% |
| 3Y | +48.0% | +130.8% | -82.8% | +11.8% |
| 5Y | +48.2% | +94.8% | -46.6% | +19.8% |
| All | +48.2% | +92.5% | -44.3% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling