+642.6%
GS vs CMI
+506.5%
+136.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.1% |
| 30D | +0.2% | -12.5% | +12.7% | +8.7% |
| 3M | -0.3% | -16.2% | +15.9% | +10.5% |
| 6M | +27.4% | +4.9% | +22.5% | +21.1% |
| YTD | +19.6% | +11.1% | +8.5% | +8.7% |
| 1Y | +42.5% | +43.4% | -0.9% | +8.5% |
| 3Y | +240.4% | +154.1% | +86.4% | +73.9% |
| 5Y | +188.9% | +169.5% | +19.4% | +38.4% |
| 10Y | +642.6% | +503.8% | +138.8% | +103.6% |
| All | +642.6% | +506.5% | +136.0% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling