+746.1%
GLD vs CMS
+1,217.5%
-471.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | -1.8% | +8.6% | -10.4% | -2.4% |
| 3M | -3.6% | -0.5% | -3.2% | -3.6% |
| 6M | -10.2% | -4.2% | -6.1% | -10.0% |
| YTD | -5.3% | +3.4% | -8.7% | -5.6% |
| 1Y | +2.5% | +0.4% | +2.0% | +2.3% |
| 3Y | +103.2% | +38.2% | +65.0% | +97.7% |
| 5Y | +121.1% | +35.4% | +85.7% | +115.0% |
| 10Y | +201.9% | +131.7% | +70.2% | +183.4% |
| All | +746.1% | +1,217.5% | -471.4% | +630.1% |
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