+7,476.6%
CME vs GD
+1,399.0%
+6,077.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.9% |
| 7D | +4.8% | +3.0% | +1.9% | +3.0% |
| 30D | +14.2% | +10.5% | +3.6% | +7.7% |
| 3M | +17.9% | -5.0% | +22.9% | +21.2% |
| 6M | +7.2% | +5.5% | +1.8% | +3.5% |
| YTD | +16.7% | +10.3% | +6.4% | +8.9% |
| 1Y | +19.6% | +8.2% | +11.4% | +12.6% |
| 3Y | +67.9% | +59.0% | +8.9% | +22.4% |
| 5Y | +72.4% | +104.3% | -31.8% | +4.9% |
| 10Y | +340.4% | +202.4% | +138.0% | +96.7% |
| All | +7,476.6% | +1,399.0% | +6,077.6% | +1,211.3% |
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 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