+39.6%
CMS vs GFS
-23.4%
+63.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | +7.1% | -16.0% | +23.1% | +6.9% |
| 3M | -1.3% | -24.7% | +23.4% | -1.5% |
| 6M | -2.7% | -45.1% | +42.5% | -3.2% |
| YTD | +2.6% | +16.5% | -13.8% | +1.6% |
| 1Y | -2.0% | +19.3% | -21.3% | -3.0% |
| 3Y | +39.6% | -20.0% | +59.6% | +34.6% |
| All | +39.6% | -23.4% | +63.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling