+5.0%
GIS vs CMS
-5.9%
+10.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.1% |
| 7D | +3.6% | -1.3% | +4.9% | +4.6% |
| 30D | +13.9% | +6.3% | +7.6% | +10.5% |
| 3M | +0.3% | -2.1% | +2.4% | +1.5% |
| 6M | +5.0% | -5.1% | +10.1% | +8.1% |
| All | +5.0% | -5.9% | +10.8% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling