+430.4%
CMS vs GPN
+2,611.5%
-2,181.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -3.6% | +5.8% | -9.4% | -4.8% |
| 3M | -1.9% | +37.0% | -38.9% | -8.3% |
| 6M | -11.0% | +20.1% | -31.1% | -15.0% |
| YTD | +0.2% | +20.4% | -20.2% | -4.9% |
| 1Y | -1.3% | +7.4% | -8.7% | -4.4% |
| 3Y | +35.9% | -26.1% | +62.1% | +39.1% |
| 5Y | +23.1% | -38.5% | +61.6% | +27.6% |
| 10Y | +117.9% | +28.4% | +89.5% | +87.2% |
| All | +430.4% | +2,611.5% | -2,181.1% | +179.3% |
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