+45.4%
GILD vs CEG
-33.0%
+78.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.7% | +10.9% | +4.1% |
| 7D | +9.6% | -4.8% | +14.4% | +9.5% |
| 30D | +20.6% | -8.2% | +28.8% | +20.4% |
| 3M | +29.7% | -7.9% | +37.6% | +29.4% |
| 6M | +33.1% | -23.2% | +56.3% | +32.9% |
| YTD | +44.7% | -30.1% | +74.8% | +42.6% |
| 1Y | +45.4% | -31.9% | +77.3% | +43.8% |
| All | +45.4% | -33.0% | +78.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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