-10.1%
CEG vs GIS
-23.7%
+13.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -3.5% |
| 7D | +0.3% | -8.4% | +8.7% | -2.1% |
| 30D | +2.9% | -5.2% | +8.1% | +1.5% |
| 3M | +18.2% | +8.2% | +10.0% | +22.3% |
| 6M | -9.5% | -12.0% | +2.5% | -13.9% |
| YTD | -18.7% | -18.9% | +0.2% | -26.9% |
| 1Y | -10.1% | -23.6% | +13.5% | -21.9% |
| All | -10.1% | -23.7% | +13.5% | -21.9% |
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