+141.0%
GS vs CMS
+36.2%
+104.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -6.3% | +1.7% | -8.0% | -6.6% |
| 30D | -3.1% | +8.6% | -11.8% | -4.9% |
| 3M | -17.7% | -0.5% | -17.2% | -17.6% |
| 6M | -4.6% | -4.2% | -0.4% | -4.0% |
| YTD | +0.3% | +3.4% | -3.1% | -1.5% |
| 1Y | +11.7% | +0.4% | +11.3% | +10.6% |
| 3Y | +183.6% | +38.2% | +145.4% | +151.4% |
| 5Y | +141.0% | +35.4% | +105.5% | +117.7% |
| All | +141.0% | +36.2% | +104.8% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling