+791.9%
CDE vs GIS
-37.5%
+829.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.1% |
| 7D | -3.1% | -6.4% | +3.3% | -3.9% |
| 30D | +9.5% | -6.1% | +15.6% | +8.5% |
| 3M | +25.5% | +7.8% | +17.7% | +27.4% |
| 6M | -7.9% | -8.8% | +0.9% | -9.0% |
| YTD | +15.6% | -19.1% | +34.7% | +11.9% |
| 1Y | +34.0% | -24.8% | +58.8% | +28.4% |
| 3Y | +791.9% | -37.6% | +829.5% | +657.6% |
| All | +791.9% | -37.5% | +829.4% | +657.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling