+518.2%
CEG vs GD
+85.0%
+433.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -4.7% | -5.0% | +0.2% | -2.6% |
| 30D | -16.6% | +8.9% | -25.5% | -19.6% |
| 3M | -4.1% | -8.0% | +3.9% | -0.8% |
| 6M | -22.3% | +2.9% | -25.2% | -23.9% |
| YTD | -28.9% | +7.1% | -36.0% | -32.1% |
| 1Y | -28.5% | +5.9% | -34.4% | -31.3% |
| 3Y | +104.3% | +53.9% | +50.4% | +56.3% |
| All | +518.2% | +85.0% | +433.2% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling