+205.0%
GLD vs CMS
+125.4%
+79.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | -0.9% | +6.3% | -7.2% | -1.6% |
| 3M | -4.4% | -2.1% | -2.3% | -4.2% |
| 6M | -13.6% | -5.1% | -8.5% | -13.2% |
| YTD | -6.0% | +1.3% | -7.3% | -6.3% |
| 1Y | +1.8% | -1.4% | +3.2% | +1.7% |
| 3Y | +103.2% | +36.9% | +66.2% | +95.1% |
| 5Y | +119.3% | +32.5% | +86.8% | +110.9% |
| All | +205.0% | +125.4% | +79.5% | +173.3% |
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 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