+23.6%
CMS vs GPN
-46.4%
+70.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | +0.2% | -6.2% | +6.4% | +0.7% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | -5.4% | +36.9% | -42.3% | -8.2% |
| 6M | -10.3% | +16.8% | -27.1% | -11.9% |
| YTD | -0.2% | +13.2% | -13.5% | -1.8% |
| 1Y | -0.9% | +1.4% | -2.3% | -1.4% |
| 3Y | +34.0% | -28.6% | +62.6% | +37.9% |
| 5Y | +23.6% | -47.0% | +70.5% | +24.0% |
| All | +23.6% | -46.4% | +70.0% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling