+3.7%
GS vs CMS
-4.6%
+8.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +4.1% |
| 7D | +0.3% | +4.1% | -3.8% | +1.8% |
| 30D | +3.9% | +10.9% | -7.0% | +8.3% |
| 3M | -11.4% | -0.2% | -11.2% | -12.7% |
| 6M | +3.7% | -4.7% | +8.4% | +0.9% |
| All | +3.7% | -4.6% | +8.3% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling