+187.4%
CEG vs GD
+68.4%
+119.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.3% |
| 7D | +8.0% | -5.3% | +13.3% | +9.5% |
| 30D | +12.9% | -6.4% | +19.4% | +14.8% |
| 3M | +13.2% | +5.7% | +7.5% | +10.8% |
| 6M | -7.0% | -0.9% | -6.0% | -6.7% |
| YTD | -15.0% | +8.2% | -23.2% | -17.4% |
| 1Y | -2.7% | +13.4% | -16.2% | -6.9% |
| All | +187.4% | +68.4% | +119.0% | +156.1% |
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