+67.3%
CSGP vs GFI
+1,104.9%
-1,037.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.5% | +2.1% |
| 7D | -1.8% | +18.0% | -19.9% | -2.4% |
| 30D | +5.3% | +11.5% | -6.2% | +4.9% |
| 3M | +3.3% | +2.8% | +0.5% | +3.1% |
| 6M | -4.7% | -6.4% | +1.8% | -4.7% |
| YTD | -53.5% | -1.1% | -52.5% | -53.8% |
| 1Y | -53.7% | +10.8% | -64.5% | -54.3% |
| 3Y | -59.7% | +248.8% | -308.5% | -62.6% |
| 5Y | -62.5% | +407.7% | -470.2% | -65.8% |
| 10Y | +67.3% | +1,213.7% | -1,146.4% | +67.1% |
| All | +67.3% | +1,104.9% | -1,037.7% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling