-3.4%
CMS vs GPN
+5.1%
-8.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.9% | -4.3% | +2.4% | -2.0% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -7.1% | +35.8% | -42.9% | -6.3% |
| 6M | -10.1% | +22.0% | -32.1% | -9.5% |
| YTD | -1.7% | +15.2% | -16.9% | -0.8% |
| 1Y | -3.4% | +3.5% | -6.9% | -2.2% |
| All | -3.4% | +5.1% | -8.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling