+139.3%
GS vs CDE
+119.1%
+20.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.1% |
| 7D | -3.2% | +18.1% | -21.3% | -5.3% |
| 30D | -2.4% | -6.2% | +3.8% | -1.8% |
| 3M | -15.7% | -1.2% | -14.6% | -16.0% |
| 6M | -6.8% | -17.4% | +10.6% | -5.5% |
| YTD | -0.1% | -13.1% | +13.1% | -0.3% |
| 1Y | +12.1% | +7.3% | +4.8% | +9.2% |
| 3Y | +185.8% | +522.0% | -336.2% | +118.9% |
| All | +139.3% | +119.1% | +20.3% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling