+96.6%
GLD vs CDE
+578.5%
-481.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -1.9% |
| 7D | -5.5% | -2.3% | -3.2% | -5.1% |
| 30D | -7.0% | -12.1% | +5.0% | -5.0% |
| 3M | -12.4% | -23.9% | +11.6% | -8.2% |
| 6M | -18.0% | -29.0% | +11.0% | -13.8% |
| YTD | -10.5% | -19.7% | +9.3% | -8.1% |
| 1Y | -8.1% | -8.4% | +0.3% | -7.4% |
| All | +96.6% | +578.5% | -481.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling