+19,478.9%
CMI vs GPC
+2,341.8%
+17,137.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.5% |
| 30D | -13.4% | +6.0% | -19.4% | -16.8% |
| 3M | -17.0% | +42.6% | -59.6% | -36.2% |
| 6M | -1.6% | +22.8% | -24.4% | -17.0% |
| YTD | +11.0% | +15.5% | -4.5% | -3.8% |
| 1Y | +41.9% | +2.0% | +39.9% | +33.4% |
| 3Y | +151.8% | -1.4% | +153.2% | +127.5% |
| 5Y | +163.6% | +30.6% | +133.0% | +90.8% |
| 10Y | +472.9% | +80.6% | +392.3% | +201.9% |
| All | +19,478.9% | +2,341.8% | +17,137.1% | +2,573.9% |
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