+1,704.0%
GS vs CMI
+6,173.3%
-4,469.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.2% | -10.0% | +6.8% | +1.7% |
| 30D | -2.4% | -13.0% | +10.6% | +4.1% |
| 3M | -15.7% | -29.9% | +14.1% | -0.4% |
| 6M | -6.8% | -36.7% | +29.9% | +15.0% |
| YTD | -0.1% | -10.9% | +10.9% | +3.9% |
| 1Y | +12.1% | -1.3% | +13.4% | +10.9% |
| 3Y | +185.8% | +117.4% | +68.4% | +91.2% |
| 5Y | +140.1% | +112.9% | +27.2% | +60.9% |
| 10Y | +505.2% | +366.7% | +138.6% | +181.3% |
| All | +1,704.0% | +6,173.3% | -4,469.3% | +136.1% |
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