+56.5%
CSGP vs GFI
+1,358.4%
-1,301.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -7.1% | +2.2% | -9.3% | -7.2% |
| 30D | +3.6% | +2.2% | +1.5% | +3.5% |
| 3M | -2.7% | -4.6% | +1.9% | -2.7% |
| 6M | -8.0% | -16.7% | +8.7% | -7.7% |
| YTD | -55.0% | -9.5% | -45.5% | -55.1% |
| 1Y | -55.8% | -6.8% | -48.9% | -56.0% |
| 3Y | -62.0% | +223.7% | -285.7% | -64.6% |
| 5Y | -62.9% | +321.8% | -384.7% | -66.1% |
| All | +56.5% | +1,358.4% | -1,301.9% | +56.7% |
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