-23.2%
CEG vs GD
+7.0%
-30.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.6% |
| 7D | -4.8% | +3.0% | -7.8% | -4.5% |
| 30D | -8.2% | +10.5% | -18.7% | -7.4% |
| 3M | -7.9% | -5.0% | -3.0% | -7.0% |
| 6M | -23.2% | +5.5% | -28.7% | -24.0% |
| All | -23.2% | +7.0% | -30.2% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling