-8.4%
CDE vs GD
+5.0%
-13.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.5% |
| 7D | -2.3% | +1.9% | -4.1% | -2.9% |
| 30D | -12.1% | +9.2% | -21.3% | -15.8% |
| 3M | -23.9% | -7.5% | -16.5% | -21.1% |
| 6M | -29.0% | +5.8% | -34.8% | -32.3% |
| YTD | -19.7% | +9.8% | -29.5% | -23.5% |
| 1Y | -8.4% | +5.8% | -14.2% | -11.1% |
| All | -8.4% | +5.0% | -13.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling