-89.4%
CDE vs GPC
+2,341.8%
-2,431.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | +21.9% | +6.0% | +15.9% | +19.3% |
| 3M | +14.9% | +42.6% | -27.7% | +0.2% |
| 6M | -10.5% | +22.8% | -33.3% | -17.7% |
| YTD | +19.3% | +15.5% | +3.8% | +11.6% |
| 1Y | +50.8% | +2.0% | +48.8% | +47.3% |
| 3Y | +782.3% | -1.4% | +783.7% | +749.5% |
| 5Y | +191.7% | +30.6% | +161.1% | +154.1% |
| 10Y | +57.6% | +80.6% | -23.0% | +17.2% |
| All | -89.4% | +2,341.8% | -2,431.2% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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