+383.6%
CMG vs GD
+185.2%
+198.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +3.0% |
| 7D | +8.6% | -3.0% | +11.6% | +9.7% |
| 30D | +13.1% | +9.3% | +3.8% | +9.8% |
| 3M | +9.0% | -7.2% | +16.2% | +11.6% |
| 6M | +10.0% | +5.5% | +4.6% | +7.6% |
| YTD | -3.4% | +9.5% | -12.9% | -7.0% |
| 1Y | +16.8% | +6.4% | +10.4% | +13.6% |
| 3Y | -14.7% | +59.8% | -74.6% | -28.6% |
| 5Y | -1.5% | +98.0% | -99.5% | -24.2% |
| 10Y | +383.6% | +177.4% | +206.2% | +200.6% |
| All | +383.6% | +185.2% | +198.4% | +200.6% |
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 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