+457.2%
GS vs CMI
+325.3%
+132.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +2.1% |
| 7D | +1.6% | -9.3% | +10.9% | +7.7% |
| 30D | +1.7% | -13.2% | +14.9% | +10.7% |
| 3M | -11.6% | -28.2% | +16.6% | +8.1% |
| 6M | -1.9% | -32.7% | +30.8% | +23.7% |
| YTD | +5.1% | -10.1% | +15.2% | +8.5% |
| 1Y | +16.4% | -4.9% | +21.3% | +15.7% |
| 3Y | +199.0% | +120.4% | +78.6% | +65.5% |
| 5Y | +157.4% | +114.3% | +43.2% | +42.1% |
| 10Y | +457.2% | +324.8% | +132.4% | +95.8% |
| All | +457.2% | +325.3% | +132.0% | +95.8% |
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