+52.9%
CDE vs GD
+180.8%
-127.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -7.8% |
| 7D | +14.0% | -1.9% | +15.9% | +14.9% |
| 30D | -10.7% | +10.9% | -21.7% | -15.7% |
| 3M | -15.8% | -6.8% | -9.0% | -13.3% |
| 6M | -17.5% | +7.0% | -24.5% | -21.2% |
| YTD | -14.1% | +11.1% | -25.3% | -19.6% |
| 1Y | +2.9% | +7.0% | -4.1% | -1.7% |
| 3Y | +625.5% | +59.9% | +565.5% | +457.8% |
| 5Y | +117.1% | +102.5% | +14.7% | +50.4% |
| 10Y | +52.9% | +174.0% | -121.1% | -11.1% |
| All | +52.9% | +180.8% | -127.9% | -11.1% |
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