-1.3%
CMS vs GFS
+37.2%
-38.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | -3.6% | -8.6% | +5.0% | -3.6% |
| 3M | -1.9% | -46.5% | +44.6% | -2.7% |
| 6M | -11.0% | -4.8% | -6.1% | -12.8% |
| YTD | +0.2% | +29.7% | -29.5% | -2.6% |
| 1Y | -1.3% | +35.8% | -37.2% | -5.1% |
| All | -1.3% | +37.2% | -38.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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