+279.2%
GSK vs BNS
+1,476.3%
-1,197.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | -4.2% | +1.8% | -6.0% | -4.8% |
| 30D | -7.5% | +4.5% | -12.0% | -9.1% |
| 3M | -3.3% | +15.8% | -19.1% | -8.4% |
| 6M | -9.3% | +31.5% | -40.8% | -18.0% |
| YTD | +1.6% | +28.6% | -27.0% | -7.5% |
| 1Y | +25.5% | +48.2% | -22.7% | +8.6% |
| 3Y | +49.3% | +130.8% | -81.5% | +9.4% |
| 5Y | +46.7% | +94.9% | -48.2% | +12.9% |
| 10Y | +76.8% | +179.6% | -102.8% | +15.9% |
| All | +279.2% | +1,476.3% | -1,197.0% | +13.8% |
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 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