+41.4%
GS vs CDE
+54.5%
-13.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -1.6% | +21.9% | -23.4% | -5.2% |
| 3M | -4.5% | +14.9% | -19.4% | -7.9% |
| 6M | +20.9% | -10.5% | +31.4% | +19.0% |
| YTD | +19.9% | +19.3% | +0.6% | +13.6% |
| 1Y | +41.4% | +50.8% | -9.4% | +31.6% |
| All | +41.4% | +54.5% | -13.1% | +31.6% |
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