-62.8%
CSGP vs GFI
+319.2%
-382.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.4% |
| 7D | -4.1% | +3.1% | -7.2% | -4.2% |
| 30D | +2.3% | +27.1% | -24.8% | +1.5% |
| 3M | -8.2% | +21.2% | -29.3% | -8.7% |
| 6M | -35.1% | -4.5% | -30.6% | -35.0% |
| YTD | -54.0% | +11.7% | -65.8% | -54.6% |
| 1Y | -65.3% | +46.0% | -111.4% | -66.7% |
| All | -62.8% | +319.2% | -382.0% | -71.0% |
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