+951.2%
GS vs CMG
+4,006.7%
-3,055.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.9% | -2.8% | +3.8% | +1.8% |
| 30D | -1.6% | +7.1% | -8.7% | -3.8% |
| 3M | -4.5% | +31.2% | -35.6% | -13.3% |
| 6M | +20.9% | +0.7% | +20.2% | +18.6% |
| YTD | +19.9% | -0.1% | +20.0% | +17.8% |
| 1Y | +41.4% | -10.7% | +52.2% | +42.1% |
| 3Y | +239.2% | -4.7% | +243.8% | +226.7% |
| 5Y | +185.0% | -3.8% | +188.8% | +166.3% |
| 10Y | +655.0% | +352.5% | +302.5% | +292.5% |
| All | +951.2% | +4,006.7% | -3,055.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling