-63.1%
CSGP vs GFI
+300.1%
-363.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +1.3% | -8.7% | +10.0% | +1.8% |
| 30D | +2.8% | +0.6% | +2.2% | +2.7% |
| 3M | -6.3% | -7.5% | +1.2% | -6.1% |
| 6M | -3.2% | -18.3% | +15.2% | -2.5% |
| YTD | -54.0% | -13.8% | -40.2% | -54.2% |
| 1Y | -54.8% | -8.8% | -46.0% | -55.3% |
| 3Y | -60.6% | +215.8% | -276.4% | -66.4% |
| All | -63.1% | +300.1% | -363.1% | -71.1% |
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