-19.9%
CSGP vs GH
+452.9%
-472.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -0.3% |
| 7D | +13.9% | -17.2% | +31.1% | +16.9% |
| 30D | +16.0% | -10.1% | +26.1% | +17.4% |
| 3M | +6.1% | -6.0% | +12.1% | +6.2% |
| 6M | -8.2% | +71.4% | -79.6% | -17.3% |
| YTD | -52.3% | +50.2% | -102.6% | -56.4% |
| 1Y | -54.5% | +61.4% | -115.9% | -58.9% |
| 3Y | -58.6% | +435.2% | -493.7% | -71.6% |
| 5Y | -61.5% | +39.2% | -100.7% | -69.0% |
| All | -19.9% | +452.9% | -472.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling