+24.1%
CMS vs GPC
+29.0%
-4.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -3.2% | -0.4% | -2.8% | -3.1% |
| 3M | -2.2% | +39.2% | -41.4% | -8.4% |
| 6M | -9.4% | +18.2% | -27.7% | -12.7% |
| YTD | +0.7% | +12.1% | -11.4% | -2.6% |
| 1Y | +0.4% | -0.7% | +1.0% | -0.6% |
| 3Y | +35.2% | -1.7% | +36.8% | +31.7% |
| 5Y | +24.1% | +29.3% | -5.2% | +16.5% |
| All | +24.1% | +29.0% | -4.9% | +16.5% |
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 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