+280.9%
CDE vs GH
+486.6%
-205.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +15.7% | -2.6% | +18.4% | +16.3% |
| 3M | +30.5% | +25.1% | +5.4% | +24.7% |
| 6M | -7.4% | +78.5% | -85.9% | -17.6% |
| YTD | +17.9% | +59.4% | -41.5% | +7.0% |
| 1Y | +46.7% | +173.9% | -127.1% | +18.9% |
| 3Y | +851.3% | +382.7% | +468.6% | +567.0% |
| 5Y | +202.9% | +24.4% | +178.5% | +141.8% |
| All | +280.9% | +486.6% | -205.7% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling