-54.6%
CSGP vs GAP
-5.7%
-48.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.1% |
| 3M | +3.3% | +5.5% | -2.2% | +2.2% |
| 6M | -10.3% | -11.1% | +0.7% | -10.4% |
| YTD | -54.6% | -13.6% | -41.0% | -54.6% |
| 1Y | -54.6% | -2.9% | -51.8% | -56.1% |
| All | -54.6% | -5.7% | -48.9% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling