-21.6%
GIS vs CMS
+24.2%
-45.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.8% |
| 7D | -8.3% | +1.2% | -9.5% | -8.8% |
| 30D | +2.2% | -3.2% | +5.3% | +3.6% |
| 3M | +15.7% | -2.2% | +17.9% | +16.9% |
| 6M | -12.0% | -9.4% | -2.5% | -7.9% |
| YTD | -15.0% | +0.7% | -15.7% | -15.4% |
| 1Y | -20.1% | +0.4% | -20.5% | -20.5% |
| 3Y | -34.6% | +35.2% | -69.8% | -43.2% |
| All | -21.6% | +24.2% | -45.8% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling