-53.3%
CSGP vs GH
+80.5%
-133.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.0% |
| 7D | +18.3% | -7.7% | +26.0% | +18.3% |
| 30D | +17.8% | -10.0% | +27.7% | +18.1% |
| 3M | +9.3% | +5.5% | +3.8% | +8.1% |
| 6M | -7.9% | +84.9% | -92.8% | -16.1% |
| YTD | -51.5% | +65.0% | -116.6% | -54.8% |
| 1Y | -53.3% | +71.8% | -125.1% | -56.5% |
| All | -53.3% | +80.5% | -133.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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