-22.7%
CSGP vs GH
+481.7%
-504.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 6M | -35.1% | +73.5% | -108.6% | -41.4% |
| YTD | -54.0% | +58.0% | -112.1% | -58.0% |
| 1Y | -65.3% | +163.1% | -228.4% | -71.2% |
| 3Y | -62.6% | +361.0% | -423.6% | -73.4% |
| 5Y | -64.8% | +22.5% | -87.4% | -71.0% |
| All | -22.7% | +481.7% | -504.4% | -52.7% |
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 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