+20,253.5%
GD vs CMS
+478.3%
+19,775.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | +3.0% | +4.1% | -1.1% | +2.0% |
| 30D | +10.5% | +10.9% | -0.3% | +7.9% |
| 3M | -5.0% | -0.2% | -4.7% | -4.9% |
| 6M | +5.5% | -4.7% | +10.2% | +6.5% |
| YTD | +10.3% | +3.9% | +6.5% | +9.1% |
| 1Y | +8.2% | +0.4% | +7.8% | +7.8% |
| 3Y | +59.0% | +38.8% | +20.2% | +46.7% |
| 5Y | +104.3% | +37.1% | +67.1% | +88.4% |
| 10Y | +202.4% | +132.7% | +69.8% | +150.1% |
| All | +20,253.5% | +478.3% | +19,775.2% | +13,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling