+346.3%
CMG vs GD
+190.3%
+156.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.0% |
| 7D | -2.8% | -5.3% | +2.4% | -1.1% |
| 30D | +7.1% | -6.4% | +13.6% | +9.4% |
| 3M | +31.2% | +5.7% | +25.5% | +28.3% |
| 6M | +0.7% | -0.9% | +1.6% | +0.5% |
| YTD | -0.1% | +8.2% | -8.3% | -3.3% |
| 1Y | -10.7% | +13.4% | -24.2% | -15.1% |
| 3Y | -4.7% | +68.5% | -73.2% | -21.7% |
| 5Y | -3.8% | +97.2% | -100.9% | -25.7% |
| All | +346.3% | +190.3% | +156.0% | +190.5% |
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 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