-89.8%
CDE vs GIS
+1,410.0%
-1,499.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.8% |
| 7D | -6.1% | -8.4% | +2.4% | -5.0% |
| 30D | +9.5% | -5.2% | +14.7% | +10.2% |
| 3M | +32.0% | +8.2% | +23.8% | +30.4% |
| 6M | -12.8% | -12.0% | -0.8% | -11.6% |
| YTD | +14.2% | -18.9% | +33.1% | +16.7% |
| 1Y | +36.3% | -23.6% | +59.9% | +40.1% |
| 3Y | +821.4% | -37.6% | +859.0% | +863.7% |
| 5Y | +194.3% | -25.2% | +219.5% | +198.9% |
| 10Y | +53.2% | -19.3% | +72.6% | +53.9% |
| All | -89.8% | +1,410.0% | -1,499.8% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling