-5.7%
CMG vs GPC
+30.9%
-36.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -6.5% | -0.6% | -5.8% | -6.3% |
| 30D | +12.1% | +1.3% | +10.8% | +11.6% |
| 3M | +20.6% | +37.1% | -16.5% | +8.7% |
| 6M | +2.1% | +23.2% | -21.1% | -5.0% |
| YTD | -2.6% | +13.1% | -15.7% | -8.4% |
| 1Y | -8.7% | +0.9% | -9.6% | -10.7% |
| 3Y | -7.4% | -0.8% | -6.6% | -12.1% |
| 5Y | -5.7% | +31.1% | -36.8% | -28.4% |
| All | -5.7% | +30.9% | -36.6% | -28.4% |
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