+579.5%
CEG vs GPC
+3.7%
+575.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +11.8% | -2.1% | +13.9% | +12.3% |
| 30D | -6.5% | -4.5% | -2.0% | -5.7% |
| 3M | -1.2% | -7.7% | +6.5% | +0.4% |
| 6M | -8.0% | +24.3% | -32.4% | -13.1% |
| YTD | -21.9% | +3.5% | -25.4% | -24.5% |
| 1Y | -21.4% | +0.7% | -22.2% | -23.6% |
| 3Y | +130.0% | 0.0% | +130.0% | +113.9% |
| All | +579.5% | +3.7% | +575.8% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling