+0.9%
CMG vs GPC
+6.4%
-5.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +4.1% | -2.1% | +6.2% | +4.7% |
| 30D | +20.5% | -4.5% | +25.1% | +22.1% |
| 3M | +14.5% | -7.7% | +22.2% | +17.0% |
| 6M | +14.8% | +24.3% | -9.5% | +6.2% |
| YTD | -1.0% | +3.5% | -4.4% | -4.6% |
| 1Y | +22.9% | +0.7% | +22.2% | +19.5% |
| 3Y | -13.6% | 0.0% | -13.6% | -19.6% |
| 5Y | +0.9% | +5.8% | -5.0% | -18.6% |
| All | +0.9% | +6.4% | -5.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling