+167.0%
CMI vs GPC
+30.9%
+136.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -12.3% | +1.3% | -13.6% | -12.8% |
| 3M | -16.8% | +37.1% | -53.9% | -27.7% |
| 6M | +1.5% | +23.2% | -21.7% | -7.9% |
| YTD | +9.8% | +13.1% | -3.3% | +2.1% |
| 1Y | +42.6% | +0.9% | +41.7% | +39.3% |
| 3Y | +151.0% | -0.8% | +151.8% | +137.0% |
| 5Y | +167.0% | +31.1% | +135.9% | +98.0% |
| All | +167.0% | +30.9% | +136.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling