+642.6%
GS vs CMG
+322.4%
+320.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | +0.2% | +12.7% | -12.5% | -2.9% |
| 3M | -0.3% | +26.3% | -26.6% | -7.0% |
| 6M | +27.4% | +4.5% | +22.9% | +24.4% |
| YTD | +19.6% | -0.1% | +19.8% | +18.1% |
| 1Y | +42.5% | -6.8% | +49.3% | +41.8% |
| 3Y | +240.4% | -5.0% | +245.4% | +231.9% |
| 5Y | +188.9% | -3.0% | +191.9% | +172.8% |
| 10Y | +642.6% | +323.6% | +319.0% | +391.6% |
| All | +642.6% | +322.4% | +320.2% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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