+4,063.6%
CMG vs GPC
+445.9%
+3,617.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +4.1% | -2.1% | +6.2% | +5.1% |
| 30D | +20.5% | -4.5% | +25.1% | +23.0% |
| 3M | +14.5% | -7.7% | +22.2% | +18.5% |
| 6M | +14.8% | +24.3% | -9.5% | +2.0% |
| YTD | -1.0% | +3.5% | -4.4% | -5.7% |
| 1Y | +22.9% | +0.7% | +22.2% | +18.5% |
| 3Y | -13.6% | 0.0% | -13.6% | -20.1% |
| 5Y | +0.9% | +5.8% | -5.0% | -11.3% |
| 10Y | +361.4% | +75.8% | +285.6% | +176.0% |
| All | +4,063.6% | +445.9% | +3,617.7% | +861.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling