+604.3%
CEG vs GFI
+417.4%
+186.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -4.8% | -4.9% | +0.1% | -3.9% |
| 30D | +2.3% | +10.7% | -8.4% | +0.4% |
| 3M | +15.6% | +25.6% | -10.0% | +10.5% |
| 6M | -5.0% | -8.3% | +3.2% | -4.9% |
| YTD | -19.0% | +6.3% | -25.3% | -21.4% |
| 1Y | -10.0% | +22.1% | -32.0% | -15.0% |
| 3Y | +163.9% | +289.2% | -125.2% | +101.3% |
| All | +604.3% | +417.4% | +186.9% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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