-62.5%
CSGP vs GAP
+10.4%
-72.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | -1.8% | 0.0% | -1.9% | -1.8% |
| 30D | +5.3% | -4.3% | +9.6% | +6.0% |
| 3M | +3.3% | +9.4% | -6.1% | +1.4% |
| 6M | -4.7% | -3.3% | -1.4% | -5.0% |
| YTD | -53.5% | -10.5% | -43.0% | -53.4% |
| 1Y | -53.7% | -2.4% | -51.4% | -54.3% |
| 3Y | -59.7% | +80.1% | -139.8% | -66.5% |
| 5Y | -62.5% | +6.5% | -68.9% | -68.8% |
| All | -62.5% | +10.4% | -72.9% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling