+3,909.1%
CMG vs GPC
+444.1%
+3,465.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.5% | +0.4% | +2.0% | +2.3% |
| 30D | +15.6% | -6.3% | +21.9% | +19.0% |
| 3M | +8.2% | -8.2% | +16.4% | +12.3% |
| 6M | +9.9% | +27.1% | -17.2% | -3.4% |
| YTD | -4.6% | +3.1% | -7.8% | -9.1% |
| 1Y | +12.4% | +0.1% | +12.4% | +8.8% |
| 3Y | -18.0% | +0.2% | -18.2% | -24.3% |
| 5Y | -5.3% | +4.9% | -10.2% | -16.4% |
| 10Y | +344.2% | +75.2% | +269.1% | +166.2% |
| All | +3,909.1% | +444.1% | +3,465.0% | +827.4% |
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 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