-4.1%
CMG vs GD
+99.6%
-103.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | +15.6% | +8.6% | +7.0% | +12.5% |
| 3M | +8.2% | -7.1% | +15.2% | +10.6% |
| 6M | +9.9% | +7.5% | +2.4% | +6.7% |
| YTD | -4.6% | +9.9% | -14.6% | -8.3% |
| 1Y | +12.4% | +7.6% | +4.9% | +8.9% |
| 3Y | -18.0% | +56.2% | -74.2% | -30.9% |
| All | -4.1% | +99.6% | -103.7% | -29.1% |
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