+58.2%
CDE vs GD
+188.9%
-130.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.2% |
| 7D | -2.0% | -3.1% | +1.2% | -0.4% |
| 30D | +15.7% | -10.9% | +26.6% | +22.5% |
| 3M | +30.5% | +2.5% | +28.0% | +28.4% |
| 6M | -7.4% | -1.7% | -5.7% | -7.3% |
| YTD | +17.9% | +6.1% | +11.8% | +13.8% |
| 1Y | +46.7% | +11.7% | +35.0% | +37.7% |
| 3Y | +851.3% | +71.8% | +779.5% | +611.5% |
| 5Y | +202.9% | +92.2% | +110.7% | +117.9% |
| 10Y | +58.2% | +192.2% | -134.0% | -9.4% |
| All | +58.2% | +188.9% | -130.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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