+34.0%
CMS vs GPC
+7.2%
+26.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +7.4% | -1.8% | +9.2% | +7.7% |
| 3M | +1.9% | -6.6% | +8.4% | +3.1% |
| 6M | -2.3% | +21.3% | -23.7% | -6.3% |
| YTD | +3.0% | +4.3% | -1.3% | +0.9% |
| 1Y | -2.8% | +3.3% | -6.0% | -4.6% |
| 3Y | +37.9% | +0.8% | +37.2% | +33.0% |
| 5Y | +34.0% | +7.4% | +26.6% | +26.2% |
| All | +34.0% | +7.2% | +26.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling