+81.6%
GM vs CPB
-40.6%
+122.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.2% |
| 7D | -1.1% | -5.4% | +4.3% | -0.6% |
| 30D | -3.4% | -7.8% | +4.4% | -2.8% |
| 3M | +8.7% | -6.9% | +15.6% | +9.2% |
| 6M | +15.4% | -12.2% | +27.6% | +16.7% |
| YTD | +6.6% | -21.1% | +27.7% | +9.0% |
| 1Y | +51.5% | -33.5% | +85.0% | +58.6% |
| 3Y | +169.3% | -43.2% | +212.5% | +186.4% |
| 5Y | +81.6% | -40.9% | +122.4% | +84.3% |
| All | +81.6% | -40.6% | +122.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling