-23.6%
CSGP vs GH
+443.7%
-467.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | +1.3% | -15.6% | +16.9% | +3.7% |
| 30D | +10.7% | -10.4% | +21.1% | +12.1% |
| 3M | +3.3% | -4.3% | +7.5% | +3.1% |
| 6M | -10.3% | +63.5% | -73.9% | -18.7% |
| YTD | -54.6% | +47.7% | -102.3% | -58.3% |
| 1Y | -54.6% | +56.7% | -111.4% | -58.9% |
| 3Y | -60.3% | +443.9% | -504.2% | -72.9% |
| 5Y | -63.3% | +36.9% | -100.2% | -70.4% |
| All | -23.6% | +443.7% | -467.3% | -53.1% |
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