+325.9%
CMG vs GPC
+74.9%
+251.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | +0.4% | +2.0% | +2.3% |
| 30D | +15.6% | -6.3% | +21.9% | +17.9% |
| 3M | +8.2% | -8.2% | +16.4% | +11.0% |
| 6M | +9.9% | +27.1% | -17.2% | +0.7% |
| YTD | -4.6% | +3.1% | -7.8% | -7.7% |
| 1Y | +12.4% | +0.1% | +12.4% | +10.0% |
| 3Y | -18.0% | +0.2% | -18.2% | -22.2% |
| 5Y | -5.3% | +4.9% | -10.2% | -12.8% |
| All | +325.9% | +74.9% | +251.0% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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