+185.7%
GS vs CMI
+164.2%
+21.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.5% |
| 7D | +0.9% | -0.7% | +1.7% | +1.3% |
| 30D | -1.6% | -13.4% | +11.9% | +6.6% |
| 3M | -4.5% | -17.0% | +12.5% | +5.4% |
| 6M | +20.9% | -1.6% | +22.5% | +19.8% |
| YTD | +19.9% | +11.0% | +8.9% | +9.9% |
| 1Y | +41.4% | +41.9% | -0.5% | +10.9% |
| 3Y | +239.2% | +151.8% | +87.4% | +84.0% |
| All | +185.7% | +164.2% | +21.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling