+10,129.1%
CMI vs GPN
+2,487.0%
+7,642.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -4.6% | +3.9% | +1.2% |
| 30D | -12.4% | -0.3% | -12.1% | -12.6% |
| 3M | -14.8% | +35.4% | -50.2% | -26.2% |
| 6M | +0.8% | +21.7% | -20.9% | -9.7% |
| YTD | +10.2% | +14.9% | -4.7% | -0.3% |
| 1Y | +37.4% | +3.2% | +34.2% | +29.1% |
| 3Y | +153.3% | -27.1% | +180.4% | +166.1% |
| 5Y | +167.6% | -44.4% | +212.0% | +203.6% |
| 10Y | +514.4% | +27.0% | +487.4% | +340.3% |
| All | +10,129.1% | +2,487.0% | +7,642.0% | +2,473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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