+273.2%
CDE vs GH
+467.1%
-193.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | +9.5% | -4.7% | +14.1% | +10.5% |
| 3M | +25.5% | +20.2% | +5.3% | +20.9% |
| 6M | -7.9% | +78.8% | -86.7% | -18.1% |
| YTD | +15.6% | +54.1% | -38.5% | +5.6% |
| 1Y | +34.0% | +177.1% | -143.0% | +8.5% |
| 3Y | +791.9% | +371.6% | +420.3% | +528.6% |
| 5Y | +197.7% | +21.9% | +175.8% | +138.8% |
| All | +273.2% | +467.1% | -193.9% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling