+216.5%
CDE vs GTLB
-50.1%
+266.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -2.2% |
| 30D | +9.5% | +15.1% | -5.7% | +6.8% |
| 3M | +25.5% | +65.5% | -40.0% | +15.1% |
| 6M | -7.9% | +102.9% | -110.8% | -19.2% |
| YTD | +15.6% | +25.2% | -9.7% | +9.7% |
| 1Y | +34.0% | -5.5% | +39.6% | +32.7% |
| 3Y | +791.9% | -10.9% | +802.8% | +762.2% |
| All | +216.5% | -50.1% | +266.6% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling