+607.3%
CEG vs GPN
-37.0%
+644.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.0% |
| 7D | +0.3% | -3.5% | +3.8% | +1.0% |
| 30D | +2.9% | +3.1% | -0.2% | +2.2% |
| 3M | +18.2% | +42.3% | -24.1% | +9.6% |
| 6M | -9.5% | +20.9% | -30.4% | -13.6% |
| YTD | -18.7% | +15.2% | -33.9% | -21.9% |
| 1Y | -10.1% | +5.4% | -15.6% | -12.1% |
| 3Y | +168.3% | -27.4% | +195.7% | +179.5% |
| All | +607.3% | -37.0% | +644.3% | +662.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling