+179.9%
GS vs CEG
+583.3%
-403.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.1% |
| 7D | -3.2% | -4.7% | +1.5% | -2.5% |
| 30D | -2.4% | -16.6% | +14.2% | +0.6% |
| 3M | -15.7% | -4.1% | -11.6% | -15.5% |
| 6M | -6.8% | -22.3% | +15.6% | -3.3% |
| YTD | -0.1% | -28.9% | +28.9% | +4.5% |
| 1Y | +12.1% | -28.5% | +40.5% | +16.8% |
| 3Y | +185.8% | +104.3% | +81.5% | +131.7% |
| All | +179.9% | +583.3% | -403.4% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling