-31.9%
CEG vs GH
+80.5%
-112.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -6.3% |
| 7D | -4.8% | -7.7% | +2.9% | -3.9% |
| 30D | -8.2% | -10.0% | +1.8% | -7.3% |
| 3M | -7.9% | +5.5% | -13.4% | -9.4% |
| 6M | -23.2% | +84.9% | -108.1% | -34.0% |
| YTD | -30.1% | +65.0% | -95.2% | -38.2% |
| 1Y | -31.9% | +71.8% | -103.7% | -40.9% |
| All | -31.9% | +80.5% | -112.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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