+32.6%
CMS vs GTLB
-49.0%
+81.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.1% |
| 7D | -1.3% | -11.1% | +9.8% | -1.3% |
| 30D | +6.3% | -7.5% | +13.8% | +6.3% |
| 3M | -2.1% | +34.8% | -36.8% | -2.1% |
| 6M | -5.1% | +98.0% | -103.1% | -5.4% |
| YTD | +1.3% | +28.1% | -26.9% | +1.3% |
| 1Y | -1.4% | +5.6% | -6.9% | -1.2% |
| 3Y | +36.9% | +15.9% | +21.0% | +35.9% |
| 5Y | +32.5% | -61.1% | +93.6% | +28.9% |
| All | +32.6% | -49.0% | +81.6% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling