-64.3%
CSGP vs GFS
-13.5%
-50.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.6% |
| 30D | +5.3% | -16.0% | +21.3% | +7.3% |
| 3M | +3.3% | -24.7% | +28.0% | +6.7% |
| 6M | -4.7% | -45.1% | +40.5% | +1.4% |
| YTD | -53.5% | +16.5% | -70.0% | -59.9% |
| 1Y | -53.7% | +19.3% | -73.1% | -60.4% |
| 3Y | -59.7% | -20.0% | -39.8% | -63.3% |
| 5Y | -62.5% | -32.0% | -30.5% | -67.3% |
| All | -64.3% | -13.5% | -50.8% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling