+25.7%
GPN vs BNS
+188.9%
-163.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.0% |
| 30D | 0.0% | +3.5% | -3.4% | -2.8% |
| 3M | +35.8% | +14.1% | +21.8% | +22.2% |
| 6M | +22.0% | +33.8% | -11.8% | -2.7% |
| YTD | +15.2% | +29.5% | -14.2% | -6.1% |
| 1Y | +3.5% | +48.4% | -44.9% | -24.1% |
| 3Y | -26.9% | +129.6% | -156.5% | -62.3% |
| 5Y | -44.2% | +96.1% | -140.3% | -67.6% |
| All | +25.7% | +188.9% | -163.2% | -50.3% |
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