+38.4%
GS vs CDE
+42.2%
-3.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | +3.4% | +2.3% | +1.1% | +3.0% |
| 30D | +0.2% | +18.8% | -18.6% | -3.1% |
| 3M | -0.3% | +23.5% | -23.8% | -4.9% |
| 6M | +27.4% | -8.6% | +36.0% | +25.4% |
| YTD | +19.6% | +16.0% | +3.6% | +13.7% |
| All | +38.4% | +42.2% | -3.8% | +25.5% |
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