+250.2%
GM vs CMS
+550.8%
-300.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +7.2% | +7.4% | -0.2% | +4.5% |
| 3M | +1.0% | +1.9% | -0.8% | +0.3% |
| 6M | +13.0% | -2.3% | +15.4% | +13.6% |
| YTD | +9.8% | +3.0% | +6.8% | +8.0% |
| 1Y | +25.9% | -2.8% | +28.7% | +26.3% |
| 3Y | +240.4% | +37.9% | +202.5% | +196.3% |
| 5Y | +56.1% | +34.0% | +22.2% | +35.9% |
| 10Y | +226.7% | +138.1% | +88.6% | +114.3% |
| All | +250.2% | +550.8% | -300.6% | -1.0% |
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