+626.9%
CEG vs GIS
-35.8%
+662.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -2.1% |
| 7D | +1.3% | -8.6% | +9.9% | -0.7% |
| 30D | +8.8% | -0.5% | +9.3% | +8.8% |
| 3M | +17.0% | +11.9% | +5.1% | +20.8% |
| 6M | -8.7% | -11.6% | +2.9% | -11.0% |
| YTD | -16.4% | -16.3% | -0.1% | -19.6% |
| 1Y | -1.8% | -21.8% | +20.0% | -6.5% |
| 3Y | +175.8% | -35.7% | +211.4% | +152.5% |
| All | +626.9% | -35.8% | +662.8% | +574.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling