+116.5%
GLD vs CEG
+583.3%
-466.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | +4.7% | -4.7% | +9.4% | +4.9% |
| 30D | -0.9% | -16.6% | +15.7% | +0.1% |
| 3M | -4.4% | -4.1% | -0.3% | -4.3% |
| 6M | -13.6% | -22.3% | +8.8% | -12.7% |
| YTD | -6.0% | -28.9% | +22.9% | -5.0% |
| 1Y | +1.8% | -28.5% | +30.2% | +2.8% |
| 3Y | +103.2% | +104.3% | -1.1% | +92.5% |
| All | +116.5% | +583.3% | -466.8% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling