+213.1%
GLD vs CDE
+59.7%
+153.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -3.4% | -6.1% | +2.7% | -2.6% |
| 30D | -1.1% | +9.5% | -10.6% | -2.4% |
| 3M | +5.8% | +32.0% | -26.2% | +1.5% |
| 6M | -17.1% | -12.8% | -4.3% | -16.5% |
| YTD | 0.0% | +14.2% | -14.2% | -2.8% |
| 1Y | +18.2% | +36.3% | -18.1% | +11.9% |
| 3Y | +122.6% | +821.4% | -698.8% | +61.8% |
| 5Y | +137.1% | +194.3% | -57.2% | +87.8% |
| All | +213.1% | +59.7% | +153.4% | +144.0% |
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