+216.0%
GLD vs CMS
+117.1%
+98.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | -3.6% | +8.0% | +4.8% |
| 3M | -1.1% | -1.9% | +0.8% | -1.0% |
| 6M | -13.8% | -11.0% | -2.8% | -12.7% |
| YTD | +2.6% | +0.2% | +2.4% | +2.4% |
| 1Y | +24.5% | -1.3% | +25.8% | +24.5% |
| 3Y | +125.8% | +35.9% | +89.9% | +117.0% |
| 5Y | +137.8% | +23.1% | +114.7% | +130.2% |
| All | +216.0% | +117.1% | +98.9% | +184.7% |
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