+133.3%
CEG vs GTLB
+4.0%
+129.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.5% | +10.7% |
| 7D | +7.3% | -9.6% | +16.9% | +8.8% |
| 30D | -7.4% | -14.5% | +7.1% | -5.5% |
| 3M | +2.5% | +20.9% | -18.5% | -1.0% |
| 6M | -8.8% | +81.4% | -90.2% | -18.1% |
| YTD | -21.5% | +25.6% | -47.1% | -25.1% |
| 1Y | -22.5% | +3.4% | -26.0% | -23.2% |
| 3Y | +133.3% | +8.9% | +124.4% | +133.5% |
| All | +133.3% | +4.0% | +129.3% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling