-64.8%
CSGP vs GD
+97.9%
-162.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.7% |
| 7D | -4.1% | -5.3% | +1.2% | -1.9% |
| 30D | +2.3% | -6.4% | +8.7% | +5.2% |
| 3M | -8.2% | +5.7% | -13.9% | -10.4% |
| 6M | -35.1% | -0.9% | -34.1% | -34.9% |
| YTD | -54.0% | +8.2% | -62.2% | -55.7% |
| 1Y | -65.3% | +13.4% | -78.7% | -67.3% |
| 3Y | -62.6% | +68.5% | -131.1% | -70.8% |
| All | -64.8% | +97.9% | -162.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling