+79.1%
CME vs GD
+97.9%
-18.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -1.6% | -5.3% | +3.7% | 0.0% |
| 30D | +6.2% | -6.4% | +12.7% | +8.3% |
| 3M | +10.4% | +5.7% | +4.7% | +8.5% |
| 6M | -9.5% | -0.9% | -8.6% | -9.5% |
| YTD | +6.0% | +8.2% | -2.1% | +3.3% |
| 1Y | +9.3% | +13.4% | -4.2% | +4.7% |
| 3Y | +57.7% | +68.5% | -10.8% | +29.9% |
| All | +79.1% | +97.9% | -18.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling