-65.3%
CSGP vs GGLL
+80.0%
-145.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.3% |
| 7D | -4.1% | -4.8% | +0.7% | -3.9% |
| 30D | +2.3% | -13.7% | +16.0% | +2.7% |
| 3M | -8.2% | -21.9% | +13.7% | -7.7% |
| 6M | -35.1% | +11.7% | -46.7% | -36.7% |
| YTD | -54.0% | +2.3% | -56.3% | -54.6% |
| 1Y | -65.3% | +76.2% | -141.5% | -67.2% |
| All | -65.3% | +80.0% | -145.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling