-60.3%
CSGP vs GFI
+210.4%
-270.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -4.8% |
| 7D | +1.3% | +19.0% | -17.7% | +0.9% |
| 30D | +10.7% | +11.8% | -1.1% | +10.3% |
| 3M | +3.3% | +7.3% | -4.0% | +3.0% |
| 6M | -10.3% | -13.3% | +3.0% | -10.1% |
| YTD | -54.6% | -5.6% | -49.0% | -54.9% |
| 1Y | -54.6% | +9.2% | -63.9% | -55.4% |
| 3Y | -60.3% | +213.7% | -274.1% | -66.5% |
| All | -60.3% | +210.4% | -270.7% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling