+478.5%
GS vs CMI
+354.1%
+124.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +2.4% |
| 7D | +0.8% | -6.8% | +7.7% | +5.2% |
| 30D | +1.2% | -10.9% | +12.1% | +8.5% |
| 3M | -12.4% | -27.3% | +14.9% | +6.4% |
| 6M | -2.3% | -30.9% | +28.6% | +21.2% |
| YTD | +4.6% | -7.7% | +12.3% | +6.3% |
| 1Y | +17.5% | 0.0% | +17.5% | +13.2% |
| 3Y | +202.0% | +130.1% | +72.0% | +62.6% |
| 5Y | +152.4% | +121.5% | +30.9% | +36.4% |
| 10Y | +478.5% | +339.4% | +139.2% | +99.2% |
| All | +478.5% | +354.1% | +124.4% | +99.2% |
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