+77.5%
CSGP vs GD
+202.0%
-124.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.2% |
| 7D | +18.3% | +3.0% | +15.3% | +16.7% |
| 30D | +17.8% | +10.5% | +7.3% | +12.6% |
| 3M | +9.3% | -5.0% | +14.2% | +11.7% |
| 6M | -7.9% | +5.5% | -13.4% | -10.4% |
| YTD | -51.5% | +10.3% | -61.9% | -53.9% |
| 1Y | -53.3% | +8.2% | -61.5% | -55.3% |
| 3Y | -57.9% | +59.0% | -116.9% | -66.5% |
| 5Y | -61.3% | +104.3% | -165.6% | -73.0% |
| 10Y | +77.5% | +202.4% | -124.9% | +9.9% |
| All | +77.5% | +202.0% | -124.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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