+123.5%
CMS vs GPC
+85.6%
+37.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -0.5% | +1.6% | -2.1% | -0.9% |
| 30D | +7.2% | -2.1% | +9.3% | +7.7% |
| 3M | -1.3% | -6.8% | +5.5% | +0.4% |
| 6M | -4.3% | +18.6% | -22.9% | -9.0% |
| YTD | +2.1% | +2.7% | -0.6% | -0.1% |
| 1Y | -0.6% | +1.8% | -2.4% | -2.6% |
| 3Y | +38.0% | +1.1% | +37.0% | +32.2% |
| 5Y | +33.6% | +4.1% | +29.5% | +25.0% |
| All | +123.5% | +85.6% | +37.9% | +71.4% |
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