+639.5%
CEG vs GIS
-33.8%
+673.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +4.3% |
| 7D | +8.0% | -7.8% | +15.9% | +6.0% |
| 30D | +12.9% | +6.6% | +6.4% | +14.8% |
| 3M | +13.2% | +21.0% | -7.8% | +19.0% |
| 6M | -7.0% | -9.1% | +2.1% | -8.7% |
| YTD | -15.0% | -13.6% | -1.4% | -17.6% |
| 1Y | -2.7% | -18.0% | +15.3% | -6.4% |
| 3Y | +184.1% | -33.7% | +217.7% | +162.1% |
| All | +639.5% | -33.8% | +673.2% | +591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling