+115.4%
CMS vs GPC
+80.7%
+34.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | -3.6% | +6.0% | -9.6% | -5.1% |
| 3M | -1.9% | +42.6% | -44.5% | -10.9% |
| 6M | -11.0% | +22.8% | -33.7% | -16.1% |
| YTD | +0.2% | +15.5% | -15.3% | -4.7% |
| 1Y | -1.3% | +2.0% | -3.4% | -3.1% |
| 3Y | +35.9% | -1.4% | +37.4% | +31.7% |
| 5Y | +23.1% | +30.6% | -7.5% | +7.8% |
| All | +115.4% | +80.7% | +34.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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