-21.4%
CEG vs GFS
+24.3%
-45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.3% |
| 7D | +11.8% | +6.2% | +5.6% | +10.1% |
| 30D | -6.5% | -11.4% | +4.8% | -4.6% |
| 3M | -1.2% | -15.5% | +14.3% | +1.6% |
| 6M | -8.0% | -42.6% | +34.6% | +1.2% |
| YTD | -21.9% | +23.2% | -45.1% | -28.5% |
| 1Y | -21.4% | +23.6% | -45.0% | -27.4% |
| All | -21.4% | +24.3% | -45.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling