-63.1%
CSGP vs GNRC
-57.0%
-6.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +1.3% | +7.9% | -6.6% | +0.2% |
| 30D | +2.8% | -3.7% | +6.5% | +2.8% |
| 3M | -6.3% | -11.9% | +5.6% | -5.5% |
| 6M | -3.2% | -28.6% | +25.5% | -0.5% |
| YTD | -54.0% | +39.9% | -93.8% | -60.7% |
| 1Y | -54.8% | +23.4% | -78.2% | -60.3% |
| 3Y | -60.6% | +84.2% | -144.8% | -70.0% |
| All | -63.1% | -57.0% | -6.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling