+626.9%
CEG vs GFS
-20.7%
+647.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.6% |
| 6M | -8.7% | -2.9% | -5.8% | -9.9% |
| YTD | -16.4% | +31.8% | -48.2% | -23.2% |
| 1Y | -1.8% | +43.1% | -44.9% | -11.6% |
| 3Y | +175.8% | -20.6% | +196.4% | +168.1% |
| All | +626.9% | -20.7% | +647.7% | +572.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling