+199.0%
GS vs CMS
+39.1%
+159.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +1.7% | +7.4% | -5.8% | +1.0% |
| 3M | -11.6% | +1.9% | -13.5% | -11.8% |
| 6M | -1.9% | -2.3% | +0.4% | -2.1% |
| YTD | +5.1% | +3.0% | +2.1% | +3.3% |
| 1Y | +16.4% | -2.8% | +19.2% | +16.2% |
| 3Y | +199.0% | +37.9% | +161.0% | +156.7% |
| All | +199.0% | +39.1% | +159.8% | +156.7% |
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