-64.8%
CSGP vs GFI
+508.7%
-573.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.3% |
| 7D | -4.1% | +3.1% | -7.2% | -4.2% |
| 30D | +2.3% | +27.1% | -24.8% | +0.9% |
| 3M | -8.2% | +21.2% | -29.3% | -9.3% |
| 6M | -35.1% | -4.5% | -30.6% | -35.1% |
| YTD | -54.0% | +11.7% | -65.8% | -54.9% |
| 1Y | -65.3% | +46.0% | -111.4% | -66.9% |
| 3Y | -62.6% | +309.6% | -372.1% | -68.6% |
| All | -64.8% | +508.7% | -573.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling