-6.7%
CMG vs GPC
+0.5%
-7.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.8% | -1.8% | -2.1% | -3.6% |
| 30D | +12.9% | +0.1% | +12.8% | +12.8% |
| 3M | +18.8% | +37.4% | -18.6% | +11.1% |
| 6M | +4.1% | +25.4% | -21.4% | -1.0% |
| YTD | -2.4% | +12.2% | -14.5% | -13.8% |
| 1Y | -6.7% | -0.3% | -6.3% | -11.5% |
| All | -6.7% | +0.5% | -7.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling