+3,388.4%
CSGP vs GAP
+51.9%
+3,336.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.4% |
| 7D | +13.9% | -2.1% | +16.0% | +14.3% |
| 30D | +16.0% | -5.1% | +21.1% | +17.2% |
| 3M | +6.1% | +9.8% | -3.7% | +3.5% |
| 6M | -8.2% | -3.6% | -4.6% | -8.5% |
| YTD | -52.3% | -9.8% | -42.5% | -52.2% |
| 1Y | -54.5% | -1.5% | -53.0% | -55.4% |
| 3Y | -58.6% | +74.3% | -132.9% | -66.8% |
| 5Y | -61.5% | +9.9% | -71.4% | -67.7% |
| 10Y | +74.7% | +22.9% | +51.7% | +20.3% |
| All | +3,388.4% | +51.9% | +3,336.6% | +1,676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling