+2,064.0%
GS vs CMS
+263.9%
+1,800.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.9% | +0.4% | +0.6% | +0.8% |
| 30D | -1.6% | -3.6% | +2.0% | -0.4% |
| 3M | -4.5% | -1.9% | -2.6% | -4.3% |
| 6M | +20.9% | -11.0% | +31.8% | +25.0% |
| YTD | +19.9% | +0.2% | +19.7% | +18.8% |
| 1Y | +41.4% | -1.3% | +42.7% | +40.7% |
| 3Y | +239.2% | +35.9% | +203.2% | +199.1% |
| 5Y | +185.0% | +23.1% | +162.0% | +157.0% |
| 10Y | +655.0% | +117.9% | +537.0% | +445.7% |
| All | +2,064.0% | +263.9% | +1,800.1% | +922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling