-54.5%
CSGP vs GGLL
-16.9%
-37.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.6% |
| 7D | +13.9% | -1.3% | +15.2% | +13.9% |
| 30D | +16.0% | -36.3% | +52.3% | +17.0% |
| 3M | +6.1% | -42.7% | +48.8% | +7.2% |
| 6M | -8.2% | -53.1% | +44.9% | -6.9% |
| YTD | -52.3% | -32.1% | -20.3% | -52.7% |
| 1Y | -54.5% | -20.1% | -34.4% | -55.4% |
| All | -54.5% | -16.9% | -37.6% | -55.4% |
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