+37.4%
GILD vs CEG
-3.0%
+40.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | +3.7% | +8.0% | -4.4% | +3.7% |
| 30D | +14.6% | +12.9% | +1.7% | +14.6% |
| 3M | +17.7% | +13.2% | +4.5% | +17.7% |
| 6M | +3.1% | -7.0% | +10.1% | +3.0% |
| YTD | +24.5% | -15.0% | +39.5% | +23.3% |
| 1Y | +37.4% | -2.7% | +40.1% | +38.0% |
| All | +37.4% | -3.0% | +40.4% | +38.0% |
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