-61.5%
CSGP vs GFS
-43.8%
-17.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.9% | +8.2% | -0.2% |
| 7D | +13.9% | -20.7% | +34.6% | +17.5% |
| 30D | +16.0% | -25.2% | +41.2% | +20.4% |
| 3M | +6.1% | -26.3% | +32.4% | +9.8% |
| 6M | -8.2% | -50.7% | +42.5% | -0.7% |
| YTD | -52.3% | +4.5% | -56.9% | -58.4% |
| 1Y | -54.5% | +2.5% | -57.0% | -60.1% |
| 3Y | -58.6% | -30.9% | -27.7% | -61.3% |
| 5Y | -61.5% | -42.6% | -18.9% | -66.3% |
| All | -61.5% | -43.8% | -17.7% | -66.3% |
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 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