-7.3%
CMG vs GH
+367.9%
-375.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.8% |
| 30D | +12.9% | -3.7% | +16.6% | +13.0% |
| 3M | +18.8% | +21.7% | -2.9% | +18.2% |
| 6M | +4.1% | +75.7% | -71.7% | +2.8% |
| YTD | -2.4% | +55.7% | -58.0% | -3.5% |
| 1Y | -6.7% | +181.1% | -187.8% | -9.3% |
| All | -7.3% | +367.9% | -375.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling