-62.8%
CSGP vs GH
+361.0%
-423.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | -1.1% | +3.4% | +2.3% |
| 3M | -8.2% | +21.3% | -29.5% | -10.2% |
| 6M | -35.1% | +73.5% | -108.6% | -39.0% |
| YTD | -54.0% | +58.0% | -112.1% | -56.4% |
| 1Y | -65.3% | +163.1% | -228.4% | -68.9% |
| All | -62.8% | +361.0% | -423.8% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling