-65.6%
CSGP vs GFS
-9.0%
-56.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -6.1% | +17.2% | -23.3% | -8.2% |
| 30D | +0.3% | -8.7% | +9.1% | +1.1% |
| 3M | -1.3% | -19.7% | +18.3% | +1.1% |
| 6M | -8.9% | -40.7% | +31.8% | -4.4% |
| YTD | -55.2% | +22.5% | -77.8% | -61.6% |
| 1Y | -56.4% | +25.2% | -81.6% | -62.9% |
| 3Y | -62.2% | -17.7% | -44.5% | -65.5% |
| 5Y | -63.7% | -23.5% | -40.1% | -68.6% |
| All | -65.6% | -9.0% | -56.6% | -70.2% |
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