-7.2%
GLD vs CDE
-12.1%
+4.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -4.6% | -9.6% | +5.0% | -1.7% |
| 30D | -5.5% | -6.7% | +1.2% | -3.8% |
| 3M | -10.9% | -24.2% | +13.3% | -4.1% |
| 6M | -17.4% | -29.1% | +11.7% | -10.6% |
| YTD | -10.3% | -21.5% | +11.2% | -4.7% |
| 1Y | -7.2% | -7.4% | +0.2% | -3.2% |
| All | -7.2% | -12.1% | +4.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling