-0.1%
CMS vs GPC
+2.9%
-3.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.6% | +6.0% | -9.6% | -4.4% |
| 3M | -1.9% | +42.6% | -44.5% | -6.4% |
| 6M | -11.0% | +22.8% | -33.7% | -14.3% |
| YTD | +0.2% | +15.5% | -15.3% | -4.3% |
| All | -0.1% | +2.9% | -3.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling