+188.9%
GS vs CDE
+193.8%
-4.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +3.4% | +2.3% | +1.1% | +3.1% |
| 30D | +0.2% | +18.8% | -18.6% | -2.1% |
| 3M | -0.3% | +23.5% | -23.8% | -3.4% |
| 6M | +27.4% | -8.6% | +36.0% | +27.0% |
| YTD | +19.6% | +16.0% | +3.6% | +15.4% |
| 1Y | +42.5% | +42.1% | +0.4% | +33.3% |
| 3Y | +240.4% | +835.9% | -595.5% | +149.1% |
| 5Y | +188.9% | +197.6% | -8.7% | +126.1% |
| All | +188.9% | +193.8% | -4.9% | +126.1% |
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 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