+304.2%
CMG vs GH
+467.1%
-162.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.7% |
| 30D | +10.9% | -4.7% | +15.6% | +11.5% |
| 3M | +15.8% | +20.2% | -4.4% | +12.7% |
| 6M | +6.9% | +78.8% | -71.8% | -1.9% |
| YTD | -2.2% | +54.1% | -56.2% | -8.7% |
| 1Y | -7.1% | +177.1% | -184.2% | -21.6% |
| 3Y | -7.1% | +371.6% | -378.7% | -31.9% |
| 5Y | -4.8% | +21.9% | -26.7% | -18.4% |
| All | +304.2% | +467.1% | -162.9% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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