+32.3%
CMS vs GFS
-3.9%
+36.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | +2.6% | -1.4% | +1.2% |
| 30D | -3.2% | -16.4% | +13.2% | -2.9% |
| 3M | -2.2% | -41.6% | +39.4% | -1.6% |
| 6M | -9.4% | -3.7% | -5.8% | -10.1% |
| YTD | +0.7% | +29.3% | -28.6% | -0.8% |
| 1Y | +0.4% | +37.1% | -36.8% | -1.3% |
| 3Y | +35.2% | -22.1% | +57.3% | +34.3% |
| All | +32.3% | -3.9% | +36.3% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling