+607.3%
CEG vs GFS
-20.7%
+628.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.3% | +3.2% | -2.9% | -0.3% |
| 30D | +2.9% | -9.6% | +12.5% | +5.0% |
| 3M | +18.2% | -38.5% | +56.7% | +29.8% |
| 6M | -9.5% | -1.3% | -8.2% | -11.0% |
| YTD | -18.7% | +31.8% | -50.5% | -25.3% |
| 1Y | -10.1% | +44.6% | -54.7% | -19.3% |
| 3Y | +168.3% | -20.6% | +189.0% | +160.8% |
| All | +607.3% | -20.7% | +628.0% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GFS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling