+65.2%
CSGP vs GAP
+15.9%
+49.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.5% | -4.0% |
| 7D | +1.3% | -3.8% | +5.0% | +1.9% |
| 30D | +10.7% | -9.0% | +19.7% | +12.3% |
| 3M | +3.3% | +5.5% | -2.2% | +2.1% |
| 6M | -10.3% | -11.1% | +0.7% | -9.4% |
| YTD | -54.6% | -13.6% | -41.0% | -54.1% |
| 1Y | -54.6% | -2.9% | -51.8% | -55.1% |
| 3Y | -60.3% | +69.6% | -130.0% | -66.0% |
| 5Y | -63.3% | +5.4% | -68.7% | -67.7% |
| All | +65.2% | +15.9% | +49.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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