+639.7%
CEG vs GPN
-36.4%
+676.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +11.0% | +3.8% | +7.1% | +10.1% |
| 3M | +19.5% | +39.2% | -19.7% | +11.3% |
| 6M | -5.9% | +17.9% | -23.7% | -9.6% |
| YTD | -15.0% | +16.4% | -31.3% | -18.5% |
| 1Y | +0.6% | +3.6% | -3.0% | -1.1% |
| 3Y | +180.6% | -26.7% | +207.3% | +191.8% |
| All | +639.7% | -36.4% | +676.1% | +695.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling