+134.7%
CEG vs GIS
-38.9%
+173.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | +0.3% |
| 7D | +12.1% | -3.4% | +15.5% | +10.5% |
| 30D | +0.2% | +6.9% | -6.6% | +4.0% |
| 3M | +0.7% | -10.1% | +10.8% | -3.0% |
| 6M | +2.2% | +5.9% | -3.6% | +7.6% |
| YTD | -20.3% | -21.1% | +0.8% | -28.9% |
| 1Y | -16.1% | -22.5% | +6.4% | -25.7% |
| 3Y | +134.7% | -39.0% | +173.7% | +83.0% |
| All | +134.7% | -38.9% | +173.6% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling