+233.0%
GM vs CMS
+120.6%
+112.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -1.1% | -1.3% | +0.3% | -0.7% |
| 30D | -3.4% | -2.8% | -0.6% | -2.7% |
| 3M | +8.7% | -7.1% | +15.8% | +10.8% |
| 6M | +15.4% | -10.0% | +25.5% | +18.5% |
| YTD | +6.6% | -0.9% | +7.5% | +6.3% |
| 1Y | +51.5% | -2.0% | +53.5% | +51.3% |
| 3Y | +169.3% | +33.0% | +136.4% | +143.0% |
| 5Y | +81.6% | +24.3% | +57.3% | +66.0% |
| All | +233.0% | +120.6% | +112.4% | +204.3% |
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