+40.1%
CSGP vs GFI
+969.9%
-929.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.1% | +5.7% | -10.8% | -5.3% |
| 30D | +0.3% | +15.6% | -15.3% | -0.2% |
| 3M | -9.1% | +31.5% | -40.7% | -10.1% |
| 6M | -37.3% | -3.7% | -33.6% | -37.4% |
| YTD | -54.9% | +11.2% | -66.1% | -55.3% |
| 1Y | -65.5% | +36.4% | -101.9% | -66.3% |
| 3Y | -63.3% | +313.5% | -376.8% | -66.2% |
| 5Y | -65.8% | +528.0% | -593.8% | -69.2% |
| 10Y | +40.1% | +1,021.4% | -981.3% | +46.1% |
| All | +40.1% | +969.9% | -929.8% | +46.1% |
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