+328.9%
CME vs GD
+190.6%
+138.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +0.9% | -5.0% | +5.9% | +3.2% |
| 30D | +13.2% | +8.9% | +4.3% | +8.7% |
| 3M | +16.3% | -8.0% | +24.3% | +20.7% |
| 6M | +7.1% | +2.9% | +4.2% | +5.4% |
| YTD | +15.8% | +7.1% | +8.8% | +11.2% |
| 1Y | +17.1% | +5.9% | +11.1% | +12.8% |
| 3Y | +63.2% | +53.9% | +9.3% | +27.7% |
| 5Y | +70.2% | +95.4% | -25.2% | +14.3% |
| All | +328.9% | +190.6% | +138.3% | +101.3% |
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