+189.0%
CDE vs GFI
+538.3%
-349.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -3.1% | -2.7% | -0.4% | -1.1% |
| 30D | +9.5% | +13.2% | -3.8% | -0.6% |
| 3M | +25.5% | +28.5% | -3.0% | +3.7% |
| 6M | -7.9% | -6.2% | -1.7% | -3.1% |
| YTD | +15.6% | +8.7% | +6.8% | +9.7% |
| 1Y | +34.0% | +24.8% | +9.2% | +16.2% |
| 3Y | +791.9% | +298.0% | +493.9% | +229.3% |
| All | +189.0% | +538.3% | -349.3% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling