+206.1%
GLD vs CDE
+57.8%
+148.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -4.6% | -9.6% | +5.0% | -3.3% |
| 30D | -5.5% | -6.7% | +1.2% | -4.7% |
| 3M | -10.9% | -24.2% | +13.3% | -7.8% |
| 6M | -17.4% | -29.1% | +11.7% | -14.3% |
| YTD | -10.3% | -21.5% | +11.2% | -8.5% |
| 1Y | -7.2% | -7.4% | +0.2% | -7.3% |
| 3Y | +96.9% | +596.3% | -499.4% | +49.8% |
| 5Y | +103.8% | +95.7% | +8.0% | +70.7% |
| All | +206.1% | +57.8% | +148.3% | +135.5% |
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