+503.8%
CMI vs GD
+189.7%
+314.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +1.9% | -3.5% | +5.4% | +4.0% |
| 30D | -12.5% | -9.0% | -3.5% | -7.6% |
| 3M | -16.2% | +5.1% | -21.3% | -19.1% |
| 6M | +4.9% | -1.0% | +5.9% | +4.3% |
| YTD | +11.1% | +7.3% | +3.8% | +4.8% |
| 1Y | +43.4% | +12.4% | +30.9% | +31.2% |
| 3Y | +154.1% | +73.7% | +80.4% | +71.7% |
| 5Y | +169.5% | +93.8% | +75.7% | +65.4% |
| 10Y | +503.8% | +190.6% | +313.2% | +157.8% |
| All | +503.8% | +189.7% | +314.1% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling