+232.3%
CDE vs GFS
0.0%
+232.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -3.1% | +3.8% | -7.0% | -4.2% |
| 30D | +9.5% | -11.7% | +21.2% | +13.6% |
| 3M | +25.5% | -41.8% | +67.3% | +46.8% |
| 6M | -7.9% | +6.6% | -14.5% | -12.0% |
| YTD | +15.6% | +34.6% | -19.1% | +1.7% |
| 1Y | +34.0% | +46.2% | -12.1% | +14.4% |
| 3Y | +791.9% | -20.3% | +812.2% | +782.5% |
| All | +232.3% | 0.0% | +232.3% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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