+36.9%
CMS vs GPC
+1.0%
+36.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | +6.3% | -2.1% | +8.4% | +6.6% |
| 3M | -2.1% | -6.8% | +4.8% | -1.0% |
| 6M | -5.1% | +18.6% | -23.7% | -7.8% |
| YTD | +1.3% | +2.7% | -1.4% | -0.3% |
| 1Y | -1.4% | +1.8% | -3.2% | -2.8% |
| 3Y | +36.9% | +1.1% | +35.9% | +28.0% |
| All | +36.9% | +1.0% | +36.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling