-1.7%
GPC vs BNS
+130.3%
-132.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | +0.2% | +1.8% | -1.6% | -0.5% |
| 30D | -0.4% | +4.5% | -4.9% | -2.3% |
| 3M | +39.2% | +15.8% | +23.4% | +29.5% |
| 6M | +18.2% | +31.5% | -13.3% | +3.5% |
| YTD | +12.1% | +28.6% | -16.5% | -1.3% |
| 1Y | -0.7% | +48.2% | -48.9% | -18.7% |
| 3Y | -1.7% | +130.8% | -132.5% | -35.5% |
| All | -1.7% | +130.3% | -132.0% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling