-65.3%
CSGP vs GFS
+37.2%
-102.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.2% |
| 7D | -4.1% | +1.0% | -5.1% | -3.9% |
| 30D | +2.3% | -8.6% | +10.9% | +1.2% |
| 3M | -8.2% | -46.5% | +38.4% | -13.5% |
| 6M | -35.1% | -4.8% | -30.2% | -39.2% |
| YTD | -54.0% | +29.7% | -83.7% | -58.9% |
| 1Y | -65.3% | +35.8% | -101.1% | -69.5% |
| All | -65.3% | +37.2% | -102.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling