+699.7%
GLD vs CDE
-69.2%
+768.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.1% |
| 7D | -5.5% | -2.3% | -3.2% | -5.2% |
| 30D | -7.0% | -12.1% | +5.0% | -5.4% |
| 3M | -12.4% | -23.9% | +11.6% | -9.2% |
| 6M | -18.0% | -29.0% | +11.0% | -14.7% |
| YTD | -10.5% | -19.7% | +9.3% | -9.1% |
| 1Y | -8.1% | -8.4% | +0.3% | -8.5% |
| 3Y | +97.7% | +578.5% | -480.8% | +42.1% |
| 5Y | +103.4% | +100.2% | +3.2% | +63.4% |
| 10Y | +203.1% | +56.5% | +146.6% | +117.8% |
| All | +699.7% | -69.2% | +768.9% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling