+3,225.2%
CSGP vs GFI
+1,460.4%
+1,764.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -4.8% |
| 7D | +1.3% | +19.0% | -17.7% | +0.8% |
| 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% | -10.2% |
| YTD | -54.6% | -5.6% | -49.0% | -54.7% |
| 1Y | -54.6% | +9.2% | -63.9% | -55.0% |
| 3Y | -60.3% | +213.7% | -274.1% | -62.3% |
| 5Y | -63.3% | +395.5% | -458.8% | -65.7% |
| 10Y | +66.5% | +1,132.8% | -1,066.3% | +50.7% |
| All | +3,225.2% | +1,460.4% | +1,764.8% | +3,173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling