+1,022.5%
GPN vs BNS
+1,476.3%
-453.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -3.5% | -2.2% | -1.3% | -2.3% |
| 30D | +3.1% | +4.5% | -1.3% | +0.5% |
| 3M | +42.3% | +14.9% | +27.4% | +31.3% |
| 6M | +20.9% | +32.5% | -11.6% | +3.3% |
| YTD | +15.2% | +28.6% | -13.4% | -0.2% |
| 1Y | +5.4% | +48.4% | -42.9% | -15.5% |
| 3Y | -27.4% | +130.8% | -158.2% | -54.6% |
| 5Y | -44.2% | +94.8% | -139.0% | -61.6% |
| 10Y | +27.4% | +184.3% | -157.0% | -28.1% |
| All | +1,022.5% | +1,476.3% | -453.7% | +160.8% |
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