+440.7%
CMS vs GPN
+2,491.4%
-2,050.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.0% | +11.4% | +1.8% |
| 7D | -1.3% | -7.1% | +5.9% | 0.0% |
| 30D | +5.3% | +7.7% | -2.5% | +3.3% |
| 3M | -0.3% | -0.1% | -0.2% | -0.9% |
| 6M | -4.0% | +29.4% | -33.4% | -9.9% |
| YTD | +2.1% | +15.1% | -12.9% | -2.7% |
| 1Y | -4.7% | +15.4% | -20.2% | -9.4% |
| 3Y | +36.8% | -16.5% | +53.3% | +35.6% |
| 5Y | +34.9% | -29.6% | +64.4% | +35.2% |
| 10Y | +134.7% | +34.7% | +99.9% | +98.6% |
| All | +440.7% | +2,491.4% | -2,050.7% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling