-1.9%
CMG vs GTLB
-49.8%
+48.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -3.8% | -4.1% | +0.2% | -3.3% |
| 30D | +12.9% | +12.3% | +0.6% | +10.7% |
| 3M | +18.8% | +65.9% | -47.1% | +9.5% |
| 6M | +4.1% | +104.0% | -99.9% | -8.0% |
| YTD | -2.4% | +26.0% | -28.4% | -7.5% |
| 1Y | -6.7% | -3.5% | -3.2% | -8.3% |
| 3Y | -7.1% | -9.6% | +2.5% | -12.2% |
| All | -1.9% | -49.8% | +48.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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