-57.7%
CSGP vs GGLL
+163.2%
-220.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +3.5% |
| 7D | +18.3% | -23.1% | +41.4% | +20.2% |
| 30D | +17.8% | -32.9% | +50.7% | +21.0% |
| 3M | +9.3% | -44.9% | +54.1% | +14.1% |
| 6M | -7.9% | -49.5% | +41.6% | -3.7% |
| YTD | -51.5% | -28.9% | -22.6% | -51.5% |
| 1Y | -53.3% | -12.2% | -41.1% | -54.5% |
| All | -57.7% | +163.2% | -220.9% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling