+117.7%
CMS vs GPN
+28.6%
+89.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | -2.8% | +3.1% | -5.9% | -3.5% |
| 3M | -7.1% | +42.3% | -49.4% | -13.3% |
| 6M | -10.0% | +20.9% | -30.9% | -13.8% |
| YTD | -0.9% | +15.2% | -16.2% | -4.8% |
| 1Y | -2.0% | +5.4% | -7.4% | -4.4% |
| 3Y | +33.0% | -27.4% | +60.4% | +37.7% |
| 5Y | +24.3% | -44.2% | +68.5% | +34.1% |
| All | +117.7% | +28.6% | +89.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling