+717.8%
GPC vs BNS
+1,492.9%
-775.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +1.2% | +1.5% | -0.4% | +0.5% |
| 30D | +6.0% | +6.0% | 0.0% | +2.9% |
| 3M | +42.6% | +16.3% | +26.3% | +32.1% |
| 6M | +22.8% | +28.8% | -6.0% | +8.3% |
| YTD | +15.5% | +30.0% | -14.5% | +1.2% |
| 1Y | +2.0% | +50.7% | -48.7% | -16.7% |
| 3Y | -1.4% | +125.4% | -126.8% | -34.0% |
| 5Y | +30.6% | +94.2% | -63.6% | -7.2% |
| 10Y | +80.6% | +182.8% | -102.2% | +5.7% |
| All | +717.8% | +1,492.9% | -775.2% | +113.3% |
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 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