+186.8%
GS vs CMS
+38.3%
+148.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -6.3% | +1.7% | -8.0% | -6.5% |
| 30D | -3.1% | +8.6% | -11.8% | -3.9% |
| 3M | -17.7% | -0.5% | -17.2% | -17.7% |
| 6M | -4.6% | -4.2% | -0.4% | -4.4% |
| YTD | +0.3% | +3.4% | -3.1% | -1.4% |
| 1Y | +11.7% | +0.4% | +11.3% | +10.7% |
| All | +186.8% | +38.3% | +148.5% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling