-64.8%
CSGP vs GPC
+30.9%
-95.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | +5.1% | -2.8% | +0.4% |
| 3M | -8.2% | +41.5% | -49.7% | -19.8% |
| 6M | -35.1% | +21.8% | -56.9% | -40.0% |
| YTD | -54.0% | +14.6% | -68.6% | -57.3% |
| 1Y | -65.3% | +1.3% | -66.6% | -66.0% |
| 3Y | -62.6% | -1.4% | -61.1% | -64.1% |
| All | -64.8% | +30.9% | -95.7% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling