+95.9%
CEG vs GD
+55.3%
+40.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.8% |
| 7D | -9.4% | -3.9% | -5.5% | -8.4% |
| 30D | -20.2% | +8.1% | -28.3% | -21.8% |
| 3M | -9.5% | -6.8% | -2.7% | -7.6% |
| 6M | -25.0% | +3.0% | -28.0% | -26.0% |
| YTD | -31.9% | +7.8% | -39.6% | -33.9% |
| 1Y | -33.7% | +5.8% | -39.5% | -35.1% |
| All | +95.9% | +55.3% | +40.5% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling