+1,488.6%
GIS vs CMS
+457.8%
+1,030.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | +6.6% | -3.6% | +10.2% | +7.3% |
| 3M | +21.0% | -1.9% | +22.9% | +21.5% |
| 6M | -9.1% | -11.0% | +1.9% | -6.9% |
| YTD | -13.6% | +0.2% | -13.8% | -13.7% |
| 1Y | -18.0% | -1.3% | -16.7% | -17.8% |
| 3Y | -33.7% | +35.9% | -69.6% | -37.7% |
| 5Y | -19.4% | +23.1% | -42.5% | -23.0% |
| 10Y | -21.3% | +117.9% | -139.2% | -32.1% |
| All | +1,488.6% | +457.8% | +1,030.7% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling