+34.0%
CDE vs GIS
-24.1%
+58.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.1% |
| 7D | -3.1% | -6.4% | +3.3% | -4.1% |
| 30D | +9.5% | -6.1% | +15.6% | +8.2% |
| 3M | +25.5% | +7.8% | +17.7% | +28.9% |
| 6M | -7.9% | -8.8% | +0.9% | -10.6% |
| YTD | +15.6% | -19.1% | +34.7% | +7.1% |
| 1Y | +34.0% | -24.8% | +58.8% | +14.3% |
| All | +34.0% | -24.1% | +58.2% | +14.3% |
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