+284.1%
CME vs GD
+190.3%
+93.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -1.6% | -5.3% | +3.7% | +0.9% |
| 30D | +6.2% | -6.4% | +12.7% | +9.5% |
| 3M | +10.4% | +5.7% | +4.7% | +7.4% |
| 6M | -9.5% | -0.9% | -8.6% | -9.6% |
| YTD | +6.0% | +8.2% | -2.1% | +1.4% |
| 1Y | +9.3% | +13.4% | -4.2% | +1.9% |
| 3Y | +57.7% | +68.5% | -10.8% | +17.4% |
| 5Y | +77.7% | +97.2% | -19.5% | +18.9% |
| All | +284.1% | +190.3% | +93.8% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling