-54.5%
GTLB vs BNS
+86.0%
-140.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.5% |
| 7D | -4.1% | -2.2% | -1.9% | -2.5% |
| 30D | +12.3% | +4.5% | +7.8% | +8.2% |
| 3M | +65.9% | +14.9% | +51.0% | +47.2% |
| 6M | +104.0% | +32.5% | +71.5% | +59.1% |
| YTD | +26.0% | +28.6% | -2.6% | +0.4% |
| 1Y | -3.5% | +48.4% | -51.8% | -32.5% |
| 3Y | -9.6% | +130.8% | -140.4% | -59.8% |
| All | -54.5% | +86.0% | -140.4% | -66.6% |
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