+235.8%
GS vs CEG
+717.3%
-481.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.8% |
| 7D | +0.9% | +8.0% | -7.1% | -0.5% |
| 30D | -1.6% | +12.9% | -14.5% | -3.8% |
| 3M | -4.5% | +13.2% | -17.6% | -6.8% |
| 6M | +20.9% | -7.0% | +27.9% | +21.3% |
| YTD | +19.9% | -15.0% | +34.9% | +21.8% |
| 1Y | +41.4% | -2.7% | +44.1% | +39.4% |
| 3Y | +239.2% | +184.1% | +55.1% | +158.0% |
| All | +235.8% | +717.3% | -481.5% | +129.9% |
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 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