+65.2%
CSGP vs GPC
+85.6%
-20.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | +1.3% | +1.6% | -0.3% | +0.8% |
| 30D | +10.7% | -2.1% | +12.8% | +11.6% |
| 3M | +3.3% | -6.8% | +10.1% | +6.0% |
| 6M | -10.3% | +18.6% | -28.9% | -16.1% |
| YTD | -54.6% | +2.7% | -57.2% | -55.8% |
| 1Y | -54.6% | +1.8% | -56.4% | -55.8% |
| 3Y | -60.3% | +1.1% | -61.4% | -62.4% |
| 5Y | -63.3% | +4.1% | -67.4% | -65.7% |
| All | +65.2% | +85.6% | -20.4% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling