+188.5%
GD vs CMS
+125.4%
+63.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | +8.9% | +6.3% | +2.6% | +6.1% |
| 3M | -8.0% | -2.1% | -6.0% | -7.4% |
| 6M | +2.9% | -5.1% | +8.0% | +4.8% |
| YTD | +7.1% | +1.3% | +5.8% | +5.9% |
| 1Y | +5.9% | -1.4% | +7.3% | +5.9% |
| 3Y | +53.9% | +36.9% | +16.9% | +31.9% |
| 5Y | +95.4% | +32.5% | +62.9% | +68.2% |
| All | +188.5% | +125.4% | +63.1% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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