+4,100.0%
CMG vs GPC
+509.2%
+3,590.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -2.8% | +1.2% | -4.0% | -3.4% |
| 30D | +7.1% | +6.0% | +1.2% | +4.2% |
| 3M | +31.2% | +42.6% | -11.5% | +9.8% |
| 6M | +0.7% | +22.8% | -22.1% | -9.8% |
| YTD | -0.1% | +15.5% | -15.6% | -9.4% |
| 1Y | -10.7% | +2.0% | -12.8% | -14.1% |
| 3Y | -4.7% | -1.4% | -3.2% | -11.1% |
| 5Y | -3.8% | +30.6% | -34.3% | -23.8% |
| 10Y | +352.5% | +80.6% | +271.9% | +171.4% |
| All | +4,100.0% | +509.2% | +3,590.8% | +824.2% |
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