+56.1%
CDE vs GIS
-19.5%
+75.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -3.1% | -6.4% | +3.3% | -2.0% |
| 30D | +9.5% | -6.1% | +15.6% | +10.6% |
| 3M | +25.5% | +7.8% | +17.7% | +23.3% |
| 6M | -7.9% | -8.8% | +0.9% | -6.6% |
| YTD | +15.6% | -19.1% | +34.7% | +19.4% |
| 1Y | +34.0% | -24.8% | +58.8% | +40.1% |
| 3Y | +791.9% | -37.6% | +829.5% | +850.2% |
| 5Y | +197.7% | -25.4% | +223.2% | +196.4% |
| All | +56.1% | -19.5% | +75.6% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling