+78.3%
CMS vs GH
+480.1%
-401.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.3% |
| 30D | -3.2% | -4.5% | +1.3% | -3.0% |
| 3M | -2.2% | +28.9% | -31.1% | -3.2% |
| 6M | -9.4% | +76.5% | -85.9% | -11.4% |
| YTD | +0.7% | +57.6% | -56.9% | -1.3% |
| 1Y | +0.4% | +167.5% | -167.2% | -3.6% |
| 3Y | +35.2% | +377.4% | -342.2% | +25.0% |
| 5Y | +24.1% | +23.8% | +0.3% | +19.7% |
| All | +78.3% | +480.1% | -401.8% | +60.9% |
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