+1,796.5%
GS vs CDE
-67.3%
+1,863.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +1.0% |
| 7D | +1.6% | +14.0% | -12.4% | +0.4% |
| 30D | +1.7% | -10.7% | +12.4% | +2.5% |
| 3M | -11.6% | -15.8% | +4.2% | -10.6% |
| 6M | -1.9% | -17.5% | +15.6% | -0.9% |
| YTD | +5.1% | -14.1% | +19.2% | +5.1% |
| 1Y | +16.4% | +2.9% | +13.5% | +14.7% |
| 3Y | +199.0% | +625.5% | -426.5% | +145.4% |
| 5Y | +157.4% | +117.1% | +40.3% | +124.3% |
| 10Y | +457.2% | +52.9% | +404.3% | +359.0% |
| All | +1,796.5% | -67.3% | +1,863.8% | +1,407.9% |
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