+0.4%
CMS vs GH
+167.0%
-166.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.1% |
| 3M | -2.2% | +28.9% | -31.1% | -3.0% |
| 6M | -9.4% | +76.5% | -85.9% | -11.3% |
| YTD | +0.7% | +57.6% | -56.9% | -1.2% |
| 1Y | +0.4% | +167.5% | -167.2% | -2.5% |
| All | +0.4% | +167.0% | -166.6% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling