+60.0%
CSGP vs GAP
+1.5%
+58.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +1.3% | -1.9% | +3.3% | +1.7% |
| 30D | +2.8% | -7.1% | +9.9% | +4.0% |
| 3M | -6.3% | +4.1% | -10.4% | -7.2% |
| 6M | -3.2% | +1.9% | -5.1% | -4.2% |
| YTD | -54.0% | -15.2% | -38.8% | -53.4% |
| 1Y | -54.8% | -10.6% | -44.2% | -54.7% |
| 3Y | -60.6% | +74.6% | -135.2% | -66.4% |
| 5Y | -62.6% | +3.7% | -66.3% | -67.0% |
| All | +60.0% | +1.5% | +58.5% | +25.1% |
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