-53.3%
CSGP vs GFI
+6.9%
-60.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +4.2% |
| 7D | +18.3% | +1.4% | +16.9% | +18.3% |
| 30D | +17.8% | +3.0% | +14.8% | +17.8% |
| 3M | +9.3% | +10.2% | -0.9% | +9.9% |
| 6M | -7.9% | -10.1% | +2.1% | -8.0% |
| YTD | -51.5% | -11.4% | -40.1% | -52.8% |
| 1Y | -53.3% | +8.4% | -61.7% | -55.1% |
| All | -53.3% | +6.9% | -60.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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