-62.5%
CSGP vs GNRC
-57.9%
-4.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.3% |
| 7D | -1.8% | -6.6% | +4.8% | -1.1% |
| 30D | +5.3% | -16.1% | +21.4% | +7.5% |
| 3M | +3.3% | -11.1% | +14.4% | +3.9% |
| 6M | -4.7% | -29.9% | +25.3% | -1.7% |
| YTD | -53.5% | +38.4% | -91.9% | -60.2% |
| 1Y | -53.7% | +21.5% | -75.3% | -59.2% |
| 3Y | -59.7% | +83.5% | -143.3% | -69.3% |
| 5Y | -62.5% | -57.1% | -5.4% | -59.5% |
| All | -62.5% | -57.9% | -4.5% | -59.5% |
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