+39.8%
CMS vs GTLB
+5.1%
+34.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.7% |
| 7D | +1.7% | -0.7% | +2.5% | +1.7% |
| 30D | +6.2% | -10.2% | +16.4% | +5.9% |
| 3M | +0.6% | +10.1% | -9.5% | +0.9% |
| 6M | -1.8% | +116.5% | -118.2% | +0.1% |
| YTD | +3.8% | +27.2% | -23.3% | +5.2% |
| 1Y | -1.8% | +8.6% | -10.3% | -0.6% |
| 3Y | +39.8% | +5.6% | +34.3% | +34.5% |
| All | +39.8% | +5.1% | +34.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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