+39.4%
GM vs CMI
+10.9%
+28.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.8% | +10.4% | +6.0% |
| 7D | +12.1% | -11.2% | +23.3% | +15.3% |
| 30D | +15.2% | -9.8% | +25.1% | +17.9% |
| 3M | +4.9% | -25.5% | +30.4% | +13.6% |
| 6M | +22.6% | -27.7% | +50.3% | +32.6% |
| YTD | +14.4% | -6.6% | +21.0% | +9.1% |
| 1Y | +39.4% | +11.7% | +27.8% | +22.1% |
| All | +39.4% | +10.9% | +28.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling