+3,812.5%
CMG vs GD
+865.0%
+2,947.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +8.0% | -5.0% | +12.9% | +10.4% |
| 30D | +11.9% | +8.9% | +3.0% | +7.6% |
| 3M | +2.1% | -8.0% | +10.2% | +5.8% |
| 6M | +5.2% | +2.9% | +2.3% | +3.3% |
| YTD | -6.9% | +7.1% | -14.0% | -10.7% |
| 1Y | +12.7% | +5.9% | +6.7% | +8.6% |
| 3Y | -16.8% | +53.9% | -70.7% | -33.4% |
| 5Y | -4.1% | +95.4% | -99.5% | -32.5% |
| 10Y | +364.7% | +193.5% | +171.2% | +148.8% |
| All | +3,812.5% | +865.0% | +2,947.5% | +1,009.0% |
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