+19.7%
GS vs CEG
-33.0%
+52.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.7% | +10.3% | +4.8% |
| 7D | +0.3% | -4.8% | +5.1% | +1.1% |
| 30D | +3.9% | -8.2% | +12.0% | +5.1% |
| 3M | -11.4% | -7.9% | -3.5% | -10.6% |
| 6M | +3.7% | -23.2% | +26.9% | +6.9% |
| YTD | +7.1% | -30.1% | +37.3% | +11.7% |
| 1Y | +19.7% | -31.9% | +51.5% | +25.4% |
| All | +19.7% | -33.0% | +52.7% | +25.4% |
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