-7.9%
CSGP vs GGLL
-50.3%
+42.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +4.3% |
| 7D | +18.3% | -23.1% | +41.4% | +17.1% |
| 30D | +17.8% | -32.9% | +50.7% | +16.8% |
| 3M | +9.3% | -44.9% | +54.1% | +7.4% |
| 6M | -7.9% | -49.5% | +41.6% | -13.1% |
| All | -7.9% | -50.3% | +42.3% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling