-64.7%
CSGP vs GFS
-3.7%
-61.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.7% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | +2.3% | -8.6% | +10.9% | +3.4% |
| 3M | -8.2% | -46.5% | +38.4% | +0.6% |
| 6M | -35.1% | -4.8% | -30.2% | -38.7% |
| YTD | -54.0% | +29.7% | -83.7% | -60.6% |
| 1Y | -65.3% | +35.8% | -101.1% | -70.8% |
| 3Y | -62.6% | -18.3% | -44.2% | -65.3% |
| All | -64.7% | -3.7% | -61.0% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling