+139.3%
GS vs CMS
+32.6%
+106.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -2.4% | +6.3% | -8.7% | -3.7% |
| 3M | -15.7% | -2.1% | -13.7% | -15.4% |
| 6M | -6.8% | -5.1% | -1.7% | -6.1% |
| YTD | -0.1% | +1.3% | -1.3% | -1.4% |
| 1Y | +12.1% | -1.4% | +13.5% | +11.4% |
| 3Y | +185.8% | +36.9% | +148.9% | +153.4% |
| All | +139.3% | +32.6% | +106.8% | +115.6% |
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