-4.4%
CMG vs GD
+94.5%
-98.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +8.0% | -5.0% | +12.9% | +9.7% |
| 30D | +11.9% | +8.9% | +3.0% | +8.8% |
| 3M | +2.1% | -8.0% | +10.2% | +4.8% |
| 6M | +5.2% | +2.9% | +2.3% | +3.6% |
| YTD | -6.9% | +7.1% | -14.0% | -9.8% |
| 1Y | +12.7% | +5.9% | +6.7% | +9.6% |
| 3Y | -16.8% | +53.9% | -70.7% | -29.7% |
| All | -4.4% | +94.5% | -98.9% | -28.6% |
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 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