+161.4%
CMI vs GTLB
-50.1%
+211.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.7% | -5.7% | +5.0% | -0.3% |
| 30D | -12.4% | +15.1% | -27.5% | -13.5% |
| 3M | -14.8% | +65.5% | -80.2% | -18.6% |
| 6M | +0.8% | +102.9% | -102.1% | -6.2% |
| YTD | +10.2% | +25.2% | -15.0% | +7.3% |
| 1Y | +37.4% | -5.5% | +43.0% | +37.2% |
| 3Y | +153.3% | -10.9% | +164.2% | +148.4% |
| All | +161.4% | -50.1% | +211.6% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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