+147.5%
GE vs CDE
+61.6%
+85.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.3% |
| 7D | -4.0% | -3.1% | -0.9% | -3.7% |
| 30D | -11.4% | +9.5% | -20.9% | -12.4% |
| 3M | -2.6% | +25.5% | -28.1% | -5.3% |
| 6M | -0.3% | -7.9% | +7.6% | -0.6% |
| YTD | +5.4% | +15.6% | -10.2% | +2.2% |
| 1Y | +15.5% | +34.0% | -18.5% | +9.7% |
| 3Y | +260.8% | +791.9% | -531.1% | +179.7% |
| 5Y | +421.6% | +197.7% | +223.9% | +326.8% |
| All | +147.5% | +61.6% | +85.9% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling