+139.3%
GS vs CMG
-4.5%
+143.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.3% |
| 7D | -3.2% | +8.0% | -11.2% | -5.0% |
| 30D | -2.4% | +11.9% | -14.3% | -5.3% |
| 3M | -15.7% | +2.1% | -17.9% | -16.6% |
| 6M | -6.8% | +5.2% | -11.9% | -9.5% |
| YTD | -0.1% | -6.9% | +6.9% | +0.2% |
| 1Y | +12.1% | +12.7% | -0.6% | +6.3% |
| 3Y | +185.8% | -16.8% | +202.6% | +186.3% |
| All | +139.3% | -4.5% | +143.9% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling