-27.1%
GPN vs BNS
+130.5%
-157.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -0.3% | +3.5% | -3.7% | -2.0% |
| 3M | +35.4% | +14.1% | +21.4% | +25.7% |
| 6M | +21.7% | +33.8% | -12.1% | +3.2% |
| YTD | +14.9% | +29.5% | -14.6% | -1.1% |
| 1Y | +3.2% | +48.4% | -45.2% | -17.9% |
| 3Y | -27.1% | +129.6% | -156.7% | -55.5% |
| All | -27.1% | +130.5% | -157.6% | -55.5% |
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