-62.5%
CSGP vs GFS
-31.0%
-31.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +3.3% | -24.7% | +28.0% | +6.8% |
| 6M | -4.7% | -45.1% | +40.5% | +1.6% |
| YTD | -53.5% | +16.5% | -70.0% | -60.1% |
| 1Y | -53.7% | +19.3% | -73.1% | -60.6% |
| 3Y | -59.7% | -20.0% | -39.8% | -63.4% |
| 5Y | -62.5% | -32.0% | -30.5% | -68.1% |
| All | -62.5% | -31.0% | -31.4% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling