+180.6%
CEG vs GIS
-33.5%
+214.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.7% |
| 7D | +6.7% | -8.3% | +15.0% | +2.8% |
| 30D | +11.0% | +2.2% | +8.8% | +12.3% |
| 3M | +19.5% | +15.7% | +3.8% | +29.2% |
| 6M | -5.9% | -12.0% | +6.1% | -11.9% |
| YTD | -15.0% | -15.0% | 0.0% | -21.9% |
| 1Y | +0.6% | -20.1% | +20.8% | -10.1% |
| 3Y | +180.6% | -34.6% | +215.2% | +133.2% |
| All | +180.6% | -33.5% | +214.2% | +133.2% |
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