+312.7%
CMG vs GH
+480.1%
-167.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | +12.7% | -4.5% | +17.2% | +13.3% |
| 3M | +26.3% | +28.9% | -2.6% | +21.7% |
| 6M | +4.5% | +76.5% | -72.0% | -4.0% |
| YTD | -0.1% | +57.6% | -57.7% | -7.0% |
| 1Y | -6.8% | +167.5% | -174.3% | -20.8% |
| 3Y | -5.0% | +377.4% | -382.4% | -30.4% |
| 5Y | -3.0% | +23.8% | -26.9% | -17.0% |
| All | +312.7% | +480.1% | -167.4% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling