-18.0%
GIS vs CMS
+127.7%
-145.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.8% |
| 30D | +10.1% | +7.1% | +3.0% | +6.8% |
| 3M | -3.7% | -1.3% | -2.4% | -3.1% |
| 6M | +4.3% | -2.7% | +6.9% | +5.6% |
| YTD | -19.8% | +2.6% | -22.4% | -20.9% |
| 1Y | -20.5% | -2.0% | -18.5% | -19.9% |
| 3Y | -38.3% | +39.6% | -78.0% | -47.2% |
| 5Y | -32.2% | +35.3% | -67.5% | -41.8% |
| 10Y | -18.0% | +132.3% | -150.3% | -48.0% |
| All | -18.0% | +127.7% | -145.7% | -48.0% |
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