+205.6%
GLD vs CMS
+136.3%
+69.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -7.0% | +5.3% | -12.3% | -7.6% |
| 3M | -12.4% | -0.3% | -12.0% | -12.4% |
| 6M | -18.0% | -4.0% | -14.0% | -17.8% |
| YTD | -10.5% | +2.1% | -12.6% | -10.8% |
| 1Y | -8.1% | -4.7% | -3.3% | -7.7% |
| 3Y | +97.7% | +36.8% | +60.9% | +89.9% |
| 5Y | +103.4% | +34.9% | +68.6% | +95.3% |
| All | +205.6% | +136.3% | +69.4% | +166.9% |
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