+19.7%
GS vs CMI
+10.9%
+8.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.8% | +9.3% | +6.1% |
| 7D | +0.3% | -11.2% | +11.5% | +5.7% |
| 30D | +3.9% | -9.8% | +13.7% | +8.6% |
| 3M | -11.4% | -25.5% | +14.1% | +1.0% |
| 6M | +3.7% | -27.7% | +31.4% | +18.8% |
| YTD | +7.1% | -6.6% | +13.7% | +7.4% |
| 1Y | +19.7% | +11.7% | +8.0% | +11.7% |
| All | +19.7% | +10.9% | +8.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling