-60.4%
CSGP vs GGLL
+328.7%
-389.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | -4.1% | -4.8% | +0.7% | -3.5% |
| 30D | +2.3% | -13.7% | +16.0% | +4.0% |
| 3M | -8.2% | -21.9% | +13.7% | -6.2% |
| 6M | -35.1% | +11.7% | -46.7% | -37.4% |
| YTD | -54.0% | +2.3% | -56.3% | -55.2% |
| 1Y | -65.3% | +76.2% | -141.5% | -69.0% |
| 3Y | -62.6% | +245.0% | -307.6% | -71.7% |
| All | -60.4% | +328.7% | -389.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling