+34.7%
CMS vs GH
+35.8%
-1.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -2.1% |
| 7D | -1.3% | -15.6% | +14.3% | -1.1% |
| 30D | +6.3% | -10.4% | +16.7% | +6.5% |
| 3M | -2.1% | -4.3% | +2.2% | -2.1% |
| 6M | -5.1% | +63.5% | -68.6% | -6.2% |
| YTD | +1.3% | +47.7% | -46.5% | +0.2% |
| 1Y | -1.4% | +56.7% | -58.1% | -2.6% |
| 3Y | +36.9% | +443.9% | -406.9% | +30.2% |
| All | +34.7% | +35.8% | -1.2% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling