+598.5%
CEG vs GFS
-26.3%
+624.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +17.8% | +17.2% | +0.6% | +13.9% |
| 30D | -4.5% | -8.7% | +4.2% | -2.9% |
| 3M | +1.5% | -19.7% | +21.1% | +5.7% |
| 6M | -3.5% | -40.7% | +37.2% | +5.9% |
| YTD | -19.7% | +22.5% | -42.2% | -25.4% |
| 1Y | -19.8% | +25.2% | -45.0% | -25.9% |
| 3Y | +136.4% | -17.7% | +154.1% | +128.7% |
| All | +598.5% | -26.3% | +624.8% | +553.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling