+239.5%
GM vs CME
+938.9%
-699.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -0.2% | +3.9% | -4.1% | -1.9% |
| 30D | +3.6% | +11.3% | -7.8% | -1.4% |
| 3M | -0.2% | +19.6% | -19.8% | -8.0% |
| 6M | +13.9% | +8.1% | +5.8% | +8.9% |
| YTD | +6.5% | +20.4% | -13.9% | -4.2% |
| 1Y | +20.7% | +16.5% | +4.2% | +10.2% |
| 3Y | +229.5% | +66.4% | +163.0% | +146.1% |
| 5Y | +41.5% | +74.5% | -32.9% | +1.4% |
| 10Y | +204.8% | +308.5% | -103.7% | +37.3% |
| All | +239.5% | +938.9% | -699.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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