+61.8%
CME vs GD
+61.5%
+0.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +1.7% | -1.9% | +3.5% | +2.1% |
| 30D | +10.2% | +10.9% | -0.7% | +7.4% |
| 3M | +17.8% | -6.8% | +24.5% | +19.4% |
| 6M | +11.0% | +7.0% | +4.0% | +9.1% |
| YTD | +17.0% | +11.1% | +5.9% | +14.1% |
| 1Y | +15.8% | +7.0% | +8.8% | +13.7% |
| 3Y | +61.8% | +59.9% | +1.9% | +43.6% |
| All | +61.8% | +61.5% | +0.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling