-24.3%
CSGP vs GH
+457.8%
-482.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.1% | -8.2% | +1.1% | -5.9% |
| 30D | +3.6% | -4.9% | +8.5% | +4.0% |
| 3M | -2.7% | -6.2% | +3.5% | -2.6% |
| 6M | -8.0% | +60.0% | -68.1% | -16.2% |
| YTD | -55.0% | +51.5% | -106.5% | -58.9% |
| 1Y | -55.8% | +58.4% | -114.2% | -59.9% |
| 3Y | -62.0% | +617.2% | -679.2% | -75.3% |
| 5Y | -62.9% | +47.0% | -109.9% | -70.4% |
| All | -24.3% | +457.8% | -482.1% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling