+35.2%
CMS vs GPN
-27.1%
+62.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -3.2% | +3.8% | -7.0% | -3.4% |
| 3M | -2.2% | +39.2% | -41.4% | -4.1% |
| 6M | -9.4% | +17.9% | -27.3% | -10.4% |
| YTD | +0.7% | +16.4% | -15.7% | -0.3% |
| 1Y | +0.4% | +3.6% | -3.3% | +0.4% |
| 3Y | +35.2% | -26.7% | +61.9% | +34.2% |
| All | +35.2% | -27.1% | +62.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling