-53.5%
CSGP vs GFS
+17.0%
-70.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +3.2% |
| 7D | -1.8% | -3.1% | +1.3% | -2.2% |
| 30D | +5.3% | -16.0% | +21.3% | +2.4% |
| 3M | +3.3% | -24.7% | +28.0% | -0.8% |
| 6M | -4.7% | -45.1% | +40.5% | -12.5% |
| YTD | -53.5% | +16.5% | -70.0% | -57.3% |
| All | -53.5% | +17.0% | -70.5% | -57.0% |
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