+639.5%
CEG vs GTLB
-18.6%
+658.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +8.0% | +11.1% | -3.0% | +6.7% |
| 30D | +12.9% | +37.8% | -24.9% | +8.9% |
| 3M | +13.2% | +61.6% | -48.4% | +6.9% |
| 6M | -7.0% | +98.9% | -105.9% | -14.9% |
| YTD | -15.0% | +32.8% | -47.8% | -18.7% |
| 1Y | -2.7% | +14.7% | -17.4% | -5.6% |
| 3Y | +184.1% | +1.3% | +182.7% | +175.4% |
| All | +639.5% | -18.6% | +658.1% | +614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling