+140.2%
CMS vs GPC
+74.9%
+65.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +6.2% | -6.3% | +12.5% | +7.9% |
| 3M | +0.6% | -8.2% | +8.8% | +2.7% |
| 6M | -1.8% | +27.1% | -28.9% | -8.3% |
| YTD | +3.8% | +3.1% | +0.7% | +1.5% |
| 1Y | -1.8% | +0.1% | -1.8% | -3.3% |
| 3Y | +39.8% | +0.2% | +39.6% | +34.2% |
| 5Y | +37.1% | +4.9% | +32.2% | +27.8% |
| All | +140.2% | +74.9% | +65.3% | +76.4% |
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