+2,064.0%
GS vs CDE
-54.6%
+2,118.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | -1.6% | +21.9% | -23.4% | -3.3% |
| 3M | -4.5% | +14.9% | -19.4% | -5.9% |
| 6M | +20.9% | -10.5% | +31.4% | +21.1% |
| YTD | +19.9% | +19.3% | +0.6% | +16.9% |
| 1Y | +41.4% | +50.8% | -9.4% | +34.6% |
| 3Y | +239.2% | +782.3% | -543.2% | +173.4% |
| 5Y | +185.0% | +191.7% | -6.6% | +142.4% |
| 10Y | +655.0% | +57.6% | +597.3% | +517.8% |
| All | +2,064.0% | -54.6% | +2,118.7% | +1,577.5% |
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 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