+239.1%
CDE vs GFS
-2.1%
+241.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -2.0% | +4.5% | -6.5% | -3.3% |
| 30D | +15.7% | -8.2% | +23.9% | +18.6% |
| 3M | +30.5% | -38.9% | +69.4% | +50.4% |
| 6M | -7.4% | -2.9% | -4.5% | -8.9% |
| YTD | +17.9% | +31.8% | -13.9% | +4.5% |
| 1Y | +46.7% | +43.1% | +3.6% | +26.0% |
| 3Y | +851.3% | -20.6% | +871.9% | +842.6% |
| All | +239.1% | -2.1% | +241.2% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling