-56.4%
CSGP vs GFS
+15.5%
-71.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.7% |
| 7D | -6.1% | +17.2% | -23.3% | -2.9% |
| 30D | +0.3% | -8.7% | +9.1% | -0.8% |
| 3M | -1.3% | -19.7% | +18.3% | -4.2% |
| 6M | -8.9% | -40.7% | +31.8% | -15.4% |
| YTD | -55.2% | +22.5% | -77.8% | -58.6% |
| 1Y | -56.4% | +25.2% | -81.6% | -59.7% |
| All | -56.4% | +15.5% | -71.8% | -59.7% |
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