+114.6%
GLD vs CEG
+632.0%
-517.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.5% |
| 7D | +2.8% | +1.7% | +1.2% | +2.7% |
| 30D | -4.0% | -10.2% | +6.2% | -3.4% |
| 3M | -8.2% | -0.8% | -7.4% | -8.3% |
| 6M | -14.8% | -11.5% | -3.3% | -14.6% |
| YTD | -6.8% | -23.9% | +17.1% | -6.2% |
| 1Y | -2.4% | -25.4% | +23.0% | -1.7% |
| 3Y | +105.8% | +124.2% | -18.4% | +93.9% |
| All | +114.6% | +632.0% | -517.4% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling