-55.4%
GTLB vs BNS
+84.5%
-139.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | -6.6% | -1.3% | -5.3% | -5.7% |
| 30D | +13.7% | +4.0% | +9.7% | +9.9% |
| 3M | +52.9% | +13.8% | +39.1% | +36.6% |
| 6M | +88.5% | +32.7% | +55.8% | +46.6% |
| YTD | +23.4% | +27.6% | -4.2% | -1.1% |
| 1Y | -3.8% | +47.4% | -51.2% | -32.4% |
| 3Y | -11.5% | +129.0% | -140.5% | -60.4% |
| All | -55.4% | +84.5% | -139.9% | -67.1% |
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