+1,704.0%
GS vs CDE
-67.0%
+1,771.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.8% |
| 7D | -3.2% | +18.1% | -21.3% | -4.5% |
| 30D | -2.4% | -6.2% | +3.8% | -2.0% |
| 3M | -15.7% | -1.2% | -14.6% | -15.9% |
| 6M | -6.8% | -17.4% | +10.6% | -5.8% |
| YTD | -0.1% | -13.1% | +13.1% | -0.1% |
| 1Y | +12.1% | +7.3% | +4.8% | +10.1% |
| 3Y | +185.8% | +522.0% | -336.2% | +137.3% |
| 5Y | +140.1% | +123.2% | +16.9% | +108.8% |
| 10Y | +505.2% | +37.9% | +467.3% | +401.9% |
| All | +1,704.0% | -67.0% | +1,771.0% | +1,333.3% |
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