-63.2%
CSGP vs GFS
-38.3%
-25.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -10.9% | -5.6% |
| 7D | +1.3% | -7.8% | +9.1% | +2.3% |
| 30D | +10.7% | -19.7% | +30.3% | +13.7% |
| 3M | +3.3% | -23.1% | +26.4% | +6.2% |
| 6M | -10.3% | -46.4% | +36.0% | -4.4% |
| YTD | -54.6% | +11.0% | -65.6% | -60.7% |
| 1Y | -54.6% | +12.6% | -67.3% | -61.0% |
| 3Y | -60.3% | -24.9% | -35.4% | -63.5% |
| All | -63.2% | -38.3% | -25.0% | -68.6% |
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