+503.2%
CMI vs GFI
+1,066.8%
-563.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -0.7% | -4.9% | +4.1% | -0.5% |
| 30D | -12.4% | +10.7% | -23.1% | -12.9% |
| 3M | -14.8% | +25.6% | -40.4% | -15.9% |
| 6M | +0.8% | -8.3% | +9.1% | +0.7% |
| YTD | +10.2% | +6.3% | +3.9% | +9.6% |
| 1Y | +37.4% | +22.1% | +15.4% | +36.0% |
| 3Y | +153.3% | +289.2% | -135.9% | +141.8% |
| 5Y | +167.6% | +531.7% | -364.1% | +149.9% |
| All | +503.2% | +1,066.8% | -563.6% | +501.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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