+477.8%
CMS vs GPC
+2,100.6%
-1,622.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | +8.6% | -2.3% | +10.9% | +9.3% |
| 3M | -0.5% | -4.5% | +4.0% | +0.8% |
| 6M | -4.2% | +21.6% | -25.7% | -10.9% |
| YTD | +3.4% | +4.0% | -0.6% | +0.2% |
| 1Y | +0.4% | +3.5% | -3.1% | -2.6% |
| 3Y | +38.2% | +2.1% | +36.1% | +30.6% |
| 5Y | +35.4% | +5.5% | +30.0% | +24.2% |
| 10Y | +131.7% | +90.7% | +40.9% | +60.8% |
| All | +477.8% | +2,100.6% | -1,622.8% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling