+582.9%
CEG vs GPC
+5.3%
+577.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.3% | +8.1% | +10.0% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | -7.4% | -1.1% | -6.3% | -7.3% |
| 3M | +2.5% | -6.6% | +9.1% | +3.8% |
| 6M | -8.8% | +22.2% | -31.0% | -13.4% |
| YTD | -21.5% | +5.1% | -26.6% | -24.4% |
| 1Y | -22.5% | +2.8% | -25.3% | -25.0% |
| 3Y | +133.3% | +2.4% | +131.0% | +115.4% |
| All | +582.9% | +5.3% | +577.6% | +503.4% |
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