+776.3%
GS vs CMG
+3,725.6%
-2,949.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.5% |
| 7D | -3.2% | +8.0% | -11.2% | -5.5% |
| 30D | -2.4% | +11.9% | -14.3% | -6.1% |
| 3M | -15.7% | +2.1% | -17.9% | -17.0% |
| 6M | -6.8% | +5.2% | -11.9% | -10.2% |
| YTD | -0.1% | -6.9% | +6.9% | -0.3% |
| 1Y | +12.1% | +12.7% | -0.6% | +5.1% |
| 3Y | +185.8% | -16.8% | +202.6% | +185.8% |
| 5Y | +140.1% | -4.1% | +144.1% | +123.2% |
| 10Y | +505.2% | +364.7% | +140.5% | +210.5% |
| All | +776.3% | +3,725.6% | -2,949.2% | +65.0% |
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