+15,688.1%
CMI vs GPC
+2,081.1%
+13,607.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | +0.5% | +0.4% | 0.0% | +0.2% |
| 30D | -14.0% | -6.3% | -7.7% | -10.8% |
| 3M | -28.1% | -8.2% | -20.0% | -24.7% |
| 6M | -35.8% | +27.1% | -62.9% | -47.3% |
| YTD | -10.5% | +3.1% | -13.6% | -17.0% |
| 1Y | -1.9% | +0.1% | -1.9% | -7.2% |
| 3Y | +121.0% | +0.2% | +120.8% | +96.6% |
| 5Y | +114.6% | +4.9% | +109.7% | +79.7% |
| 10Y | +325.5% | +75.2% | +250.3% | +125.6% |
| All | +15,688.1% | +2,081.1% | +13,607.0% | +2,204.9% |
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