+627.5%
GPC vs BNS
+1,487.3%
-859.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -6.0% | +2.7% | -8.8% | -7.3% |
| 3M | -7.6% | +3.5% | -11.1% | -9.4% |
| 6M | +24.2% | +22.1% | +2.2% | +12.3% |
| YTD | +2.7% | +29.5% | -26.8% | -10.0% |
| 1Y | +0.2% | +40.7% | -40.5% | -15.6% |
| 3Y | -0.8% | +148.6% | -149.3% | -36.5% |
| 5Y | +4.4% | +79.6% | -75.2% | -23.1% |
| 10Y | +74.5% | +188.9% | -114.4% | +1.2% |
| All | +627.5% | +1,487.3% | -859.8% | +89.8% |
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