+639.7%
CEG vs GH
+121.3%
+518.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.7% | -2.1% | +8.8% | +7.0% |
| 30D | +11.0% | -4.5% | +15.4% | +11.5% |
| 3M | +19.5% | +28.9% | -9.4% | +15.2% |
| 6M | -5.9% | +76.5% | -82.4% | -13.2% |
| YTD | -15.0% | +57.6% | -72.6% | -20.6% |
| 1Y | +0.6% | +167.5% | -166.9% | -12.7% |
| 3Y | +180.6% | +377.4% | -196.8% | +120.8% |
| All | +639.7% | +121.3% | +518.3% | +525.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling