+2,064.0%
GS vs CMI
+7,716.0%
-5,652.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.3% |
| 7D | +0.9% | -0.7% | +1.7% | +1.2% |
| 30D | -1.6% | -13.4% | +11.9% | +5.4% |
| 3M | -4.5% | -17.0% | +12.5% | +4.0% |
| 6M | +20.9% | -1.6% | +22.5% | +20.6% |
| YTD | +19.9% | +11.0% | +8.9% | +12.4% |
| 1Y | +41.4% | +41.9% | -0.5% | +17.0% |
| 3Y | +239.2% | +151.8% | +87.4% | +111.8% |
| 5Y | +185.0% | +163.6% | +21.5% | +72.6% |
| 10Y | +655.0% | +472.9% | +182.0% | +217.4% |
| All | +2,064.0% | +7,716.0% | -5,652.0% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling