+7,451.3%
CME vs GD
+1,364.0%
+6,087.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.0% |
| 7D | +3.7% | -3.9% | +7.6% | +6.0% |
| 30D | +13.7% | +8.1% | +5.6% | +8.6% |
| 3M | +16.6% | -6.8% | +23.4% | +21.1% |
| 6M | +8.2% | +3.0% | +5.2% | +5.8% |
| YTD | +16.3% | +7.8% | +8.6% | +10.0% |
| 1Y | +19.1% | +5.8% | +13.3% | +13.6% |
| 3Y | +67.4% | +55.3% | +12.0% | +23.6% |
| 5Y | +71.0% | +96.7% | -25.7% | +6.3% |
| 10Y | +338.9% | +195.4% | +143.5% | +98.7% |
| All | +7,451.3% | +1,364.0% | +6,087.3% | +1,224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling