-31.9%
CEG vs GPN
+20.6%
-52.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.8% |
| 7D | -4.8% | +15.0% | -19.8% | -4.4% |
| 30D | -8.2% | +16.9% | -25.1% | -7.7% |
| 3M | -7.9% | +9.2% | -17.1% | -7.6% |
| 6M | -23.2% | +34.7% | -58.0% | -23.4% |
| YTD | -30.1% | +25.4% | -55.5% | -29.5% |
| 1Y | -31.9% | +21.7% | -53.6% | -31.0% |
| All | -31.9% | +20.6% | -52.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling