-16.8%
GIS vs CMS
+116.0%
-132.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -0.5% | -1.3% | +0.8% | +0.1% |
| 3M | +11.9% | -5.4% | +17.3% | +14.7% |
| 6M | -11.6% | -10.3% | -1.3% | -7.2% |
| YTD | -16.3% | -0.2% | -16.1% | -16.4% |
| 1Y | -21.8% | -0.9% | -20.9% | -21.7% |
| 3Y | -35.7% | +34.0% | -69.6% | -44.0% |
| 5Y | -22.9% | +23.6% | -46.4% | -31.2% |
| 10Y | -16.8% | +122.2% | -139.1% | -45.2% |
| All | -16.8% | +116.0% | -132.8% | -45.2% |
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