-92.3%
CDE vs GD
+19,982.5%
-20,074.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.4% | +5.9% |
| 7D | +18.1% | -5.0% | +23.1% | +19.6% |
| 30D | -6.2% | +8.9% | -15.2% | -8.6% |
| 3M | -1.2% | -8.0% | +6.9% | +0.8% |
| 6M | -17.4% | +2.9% | -20.3% | -18.4% |
| YTD | -13.1% | +7.1% | -20.2% | -15.1% |
| 1Y | +7.3% | +5.9% | +1.3% | +5.1% |
| 3Y | +522.0% | +53.9% | +468.1% | +451.8% |
| 5Y | +123.2% | +95.4% | +27.7% | +87.4% |
| 10Y | +37.9% | +193.5% | -155.6% | +3.9% |
| All | -92.3% | +19,982.5% | -20,074.7% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling