-13.6%
GLD vs CEG
-21.8%
+8.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | +4.7% | -4.7% | +9.4% | +5.3% |
| 30D | -0.9% | -16.6% | +15.7% | +2.0% |
| 3M | -4.4% | -4.1% | -0.3% | -4.6% |
| 6M | -13.6% | -22.3% | +8.8% | -11.9% |
| All | -13.6% | -21.8% | +8.2% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling