-65.5%
CSGP vs GFI
+37.0%
-102.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.9% |
| 7D | -5.1% | +5.7% | -10.8% | -4.9% |
| 30D | +0.3% | +15.6% | -15.3% | +0.9% |
| 3M | -9.1% | +31.5% | -40.7% | -7.8% |
| 6M | -37.3% | -3.7% | -33.6% | -37.1% |
| YTD | -54.9% | +11.2% | -66.1% | -54.9% |
| 1Y | -65.5% | +36.4% | -101.9% | -65.7% |
| All | -65.5% | +37.0% | -102.5% | -65.7% |
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 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