+82.9%
GPC vs BNS
+187.0%
-104.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -1.8% | -2.2% | +0.4% | -0.5% |
| 30D | +0.1% | +4.5% | -4.4% | -2.7% |
| 3M | +37.4% | +14.9% | +22.5% | +25.7% |
| 6M | +25.4% | +32.5% | -7.0% | +5.4% |
| YTD | +12.2% | +28.6% | -16.4% | -4.4% |
| 1Y | -0.3% | +48.4% | -48.7% | -22.2% |
| 3Y | -1.6% | +130.8% | -132.4% | -42.0% |
| 5Y | +31.0% | +94.8% | -63.8% | -15.7% |
| All | +82.9% | +187.0% | -104.1% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling