+5.6%
CDE vs GH
+80.5%
-74.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.7% | +12.4% | +10.1% |
| 7D | +1.1% | -7.7% | +8.8% | +4.0% |
| 30D | -14.5% | -10.0% | -4.5% | -11.5% |
| 3M | -10.1% | +5.5% | -15.6% | -12.7% |
| 6M | -16.9% | +84.9% | -101.8% | -35.9% |
| YTD | -18.1% | +65.0% | -83.2% | -34.7% |
| 1Y | +5.6% | +71.8% | -66.2% | -17.3% |
| All | +5.6% | +80.5% | -74.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling