+593.1%
CEG vs GIS
-39.5%
+632.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.1% |
| 7D | +12.1% | -3.4% | +15.5% | +11.2% |
| 30D | +0.2% | +6.9% | -6.6% | +2.3% |
| 3M | +0.7% | -10.1% | +10.8% | -1.1% |
| 6M | +2.2% | +5.9% | -3.6% | +5.0% |
| YTD | -20.3% | -21.1% | +0.8% | -23.9% |
| 1Y | -16.1% | -22.5% | +6.4% | -20.1% |
| 3Y | +134.7% | -39.0% | +173.7% | +113.0% |
| All | +593.1% | -39.5% | +632.5% | +538.5% |
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