+4.0%
CMG vs GFS
-3.9%
+7.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.5% | +2.6% | -4.1% | -1.9% |
| 30D | +12.7% | -16.4% | +29.1% | +16.0% |
| 3M | +26.3% | -41.6% | +67.9% | +37.0% |
| 6M | +4.5% | -3.7% | +8.2% | +0.1% |
| YTD | -0.1% | +29.3% | -29.4% | -11.3% |
| 1Y | -6.8% | +37.1% | -43.9% | -19.1% |
| 3Y | -5.0% | -22.1% | +17.1% | -9.4% |
| All | +4.0% | -3.9% | +7.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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