-60.3%
CSGP vs GFS
-27.1%
-33.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -10.9% | -4.8% |
| 7D | +1.3% | -7.8% | +9.1% | +1.4% |
| 30D | +10.7% | -19.7% | +30.3% | +11.3% |
| 3M | +3.3% | -23.1% | +26.4% | +3.9% |
| 6M | -10.3% | -46.4% | +36.0% | -9.1% |
| YTD | -54.6% | +11.0% | -65.6% | -60.3% |
| 1Y | -54.6% | +12.6% | -67.3% | -60.6% |
| 3Y | -60.3% | -24.9% | -35.4% | -64.3% |
| All | -60.3% | -27.1% | -33.2% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling