-89.7%
CDE vs GFI
+650.5%
-740.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +2.0% |
| 7D | -3.1% | -4.9% | +1.7% | +0.1% |
| 30D | +9.5% | +10.7% | -1.3% | +2.2% |
| 3M | +25.5% | +25.6% | -0.1% | +8.1% |
| 6M | -7.9% | -8.3% | +0.4% | -1.4% |
| YTD | +15.6% | +6.3% | +9.2% | +12.8% |
| 1Y | +34.0% | +22.1% | +12.0% | +20.4% |
| 3Y | +791.9% | +289.2% | +502.7% | +265.9% |
| 5Y | +197.7% | +531.7% | -333.9% | -16.5% |
| 10Y | +55.0% | +1,043.8% | -988.8% | -73.8% |
| All | -89.7% | +650.5% | -740.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling