-19.2%
GIS vs CMS
+136.3%
-155.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -8.1% | -1.3% | -6.8% | -7.5% |
| 30D | +5.3% | +5.3% | +0.1% | +3.0% |
| 3M | -10.5% | -0.3% | -10.2% | -10.4% |
| 6M | +1.8% | -4.0% | +5.9% | +3.8% |
| YTD | -22.9% | +2.1% | -25.1% | -23.8% |
| 1Y | -22.9% | -4.7% | -18.2% | -21.4% |
| 3Y | -40.5% | +36.8% | -77.3% | -48.6% |
| 5Y | -34.9% | +34.9% | -69.7% | -44.0% |
| All | -19.2% | +136.3% | -155.5% | -48.9% |
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