-93.0%
CDE vs GPC
+2,081.1%
-2,174.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -9.6% | +0.4% | -10.1% | -9.7% |
| 30D | -6.7% | -6.3% | -0.4% | -4.5% |
| 3M | -24.2% | -8.2% | -16.1% | -21.8% |
| 6M | -29.1% | +27.1% | -56.2% | -35.5% |
| YTD | -21.5% | +3.1% | -24.6% | -23.5% |
| 1Y | -7.4% | +0.1% | -7.4% | -8.8% |
| 3Y | +596.3% | +0.2% | +596.1% | +567.2% |
| 5Y | +95.7% | +4.9% | +90.9% | +84.7% |
| 10Y | +53.0% | +75.2% | -22.2% | +15.7% |
| All | -93.0% | +2,081.1% | -2,174.1% | -95.6% |
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