+140.2%
CMS vs GPN
+39.9%
+100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.9% |
| 7D | +1.7% | -5.6% | +7.4% | +2.6% |
| 30D | +6.2% | +13.6% | -7.4% | +3.4% |
| 3M | +0.6% | -2.8% | +3.4% | +0.6% |
| 6M | -1.8% | +38.1% | -39.8% | -8.3% |
| YTD | +3.8% | +19.9% | -16.1% | -1.3% |
| 1Y | -1.8% | +23.4% | -25.2% | -7.3% |
| 3Y | +39.8% | -12.6% | +52.5% | +38.4% |
| 5Y | +37.1% | -26.6% | +63.7% | +37.4% |
| All | +140.2% | +39.9% | +100.3% | +128.1% |
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