+816.6%
GLD vs CMS
+1,176.1%
-359.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -3.6% | +8.0% | +4.7% |
| 3M | -1.1% | -1.9% | +0.8% | -1.0% |
| 6M | -13.8% | -11.0% | -2.8% | -13.0% |
| YTD | +2.6% | +0.2% | +2.4% | +2.5% |
| 1Y | +24.5% | -1.3% | +25.8% | +24.5% |
| 3Y | +125.8% | +35.9% | +89.9% | +120.0% |
| 5Y | +137.8% | +23.1% | +114.7% | +132.8% |
| 10Y | +221.4% | +117.9% | +103.5% | +203.0% |
| All | +816.6% | +1,176.1% | -359.6% | +693.1% |
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 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