+19,778.3%
GD vs CMS
+475.9%
+19,302.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.9% | +1.7% | -5.6% | -4.3% |
| 30D | +8.1% | +8.6% | -0.5% | +6.0% |
| 3M | -6.8% | -0.5% | -6.3% | -6.7% |
| 6M | +3.0% | -4.2% | +7.2% | +3.9% |
| YTD | +7.8% | +3.4% | +4.3% | +6.7% |
| 1Y | +5.8% | +0.4% | +5.4% | +5.4% |
| 3Y | +55.3% | +38.2% | +17.1% | +43.4% |
| 5Y | +96.7% | +35.4% | +61.3% | +81.9% |
| 10Y | +195.4% | +131.7% | +63.7% | +144.5% |
| All | +19,778.3% | +475.9% | +19,302.4% | +13,133.4% |
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