+80.9%
CMS vs GH
+458.1%
-377.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.3% |
| 30D | +5.3% | -4.5% | +9.7% | +5.3% |
| 3M | -0.3% | -6.2% | +5.9% | -0.3% |
| 6M | -4.0% | +55.0% | -59.0% | -5.8% |
| YTD | +2.1% | +51.6% | -49.5% | +0.2% |
| 1Y | -4.7% | +58.3% | -63.0% | -6.7% |
| 3Y | +36.8% | +617.6% | -580.8% | +24.3% |
| 5Y | +34.9% | +49.2% | -14.3% | +28.5% |
| All | +80.9% | +458.1% | -377.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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