-3.1%
CMG vs GH
+20.8%
-23.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.8% |
| 30D | +10.9% | -4.7% | +15.6% | +11.4% |
| 3M | +15.8% | +20.2% | -4.4% | +13.2% |
| 6M | +6.9% | +78.8% | -71.8% | -0.4% |
| YTD | -2.2% | +54.1% | -56.2% | -7.6% |
| 1Y | -7.1% | +177.1% | -184.2% | -19.4% |
| 3Y | -7.1% | +371.6% | -378.7% | -28.7% |
| All | -3.1% | +20.8% | -23.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling