-31.9%
CEG vs GIS
-17.8%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.9% | -5.3% |
| 7D | -4.8% | +8.5% | -13.3% | -2.6% |
| 30D | -8.2% | +15.3% | -23.5% | -4.7% |
| 3M | -7.9% | +0.9% | -8.9% | -6.6% |
| 6M | -23.2% | +7.9% | -31.2% | -20.4% |
| YTD | -30.1% | -17.6% | -12.6% | -35.5% |
| 1Y | -31.9% | -17.4% | -14.5% | -36.6% |
| All | -31.9% | -17.8% | -14.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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