+199.6%
GS vs CEG
+651.0%
-451.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | -0.1% | +11.8% | -11.9% | -2.2% |
| 30D | +3.7% | -6.5% | +10.2% | +4.7% |
| 3M | -10.0% | -1.2% | -8.8% | -10.2% |
| 6M | -1.0% | -8.0% | +7.0% | -0.4% |
| YTD | +7.0% | -21.9% | +28.9% | +9.9% |
| 1Y | +16.6% | -21.4% | +38.1% | +19.5% |
| 3Y | +204.4% | +130.0% | +74.4% | +141.2% |
| All | +199.6% | +651.0% | -451.4% | +107.4% |
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 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