+7.0%
GD vs CMS
-0.8%
+7.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | +10.9% | +7.4% | +3.5% | +8.9% |
| 3M | -6.8% | +1.9% | -8.6% | -7.4% |
| 6M | +7.0% | -2.3% | +9.4% | +6.9% |
| YTD | +11.1% | +3.0% | +8.2% | +7.0% |
| 1Y | +7.0% | -2.8% | +9.8% | +5.3% |
| All | +7.0% | -0.8% | +7.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling