-1.8%
CEG vs GFS
+39.8%
-41.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | +1.3% | +4.5% | -3.2% | +0.4% |
| 30D | +8.8% | -8.2% | +17.0% | +10.7% |
| 3M | +17.0% | -38.9% | +55.8% | +28.2% |
| 6M | -8.7% | -2.9% | -5.8% | -8.9% |
| YTD | -16.4% | +31.8% | -48.2% | -22.9% |
| 1Y | -1.8% | +43.1% | -44.9% | -9.0% |
| All | -1.8% | +39.8% | -41.5% | -9.0% |
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