+5.6%
CDE vs GIS
-17.8%
+23.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.2% | +3.5% | +9.1% |
| 7D | +1.1% | +8.5% | -7.4% | +1.8% |
| 30D | -14.5% | +15.3% | -29.8% | -13.6% |
| 3M | -10.1% | +0.9% | -11.0% | -9.5% |
| 6M | -16.9% | +7.9% | -24.8% | -15.1% |
| YTD | -18.1% | -17.6% | -0.6% | -18.6% |
| 1Y | +5.6% | -17.4% | +23.0% | +3.9% |
| All | +5.6% | -17.8% | +23.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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