+3,264.4%
CSGP vs GPC
+903.1%
+2,361.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.7% |
| 30D | +2.3% | +6.0% | -3.6% | -0.4% |
| 3M | -8.2% | +42.6% | -50.8% | -22.9% |
| 6M | -35.1% | +22.8% | -57.8% | -41.8% |
| YTD | -54.0% | +15.5% | -69.5% | -58.2% |
| 1Y | -65.3% | +2.0% | -67.4% | -66.5% |
| 3Y | -62.6% | -1.4% | -61.1% | -64.7% |
| 5Y | -64.8% | +30.6% | -95.4% | -71.3% |
| 10Y | +45.1% | +80.6% | -35.5% | -7.9% |
| All | +3,264.4% | +903.1% | +2,361.3% | +944.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling