+185.7%
GS vs CMG
-3.6%
+189.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +0.9% | -2.8% | +3.8% | +1.6% |
| 30D | -1.6% | +7.1% | -8.7% | -3.4% |
| 3M | -4.5% | +31.2% | -35.6% | -12.1% |
| 6M | +20.9% | +0.7% | +20.2% | +19.3% |
| YTD | +19.9% | -0.1% | +20.0% | +18.5% |
| 1Y | +41.4% | -10.7% | +52.2% | +42.9% |
| 3Y | +239.2% | -4.7% | +243.8% | +228.5% |
| All | +185.7% | -3.6% | +189.3% | +159.7% |
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