+3,388.4%
CSGP vs GPC
+804.0%
+2,584.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.9% |
| 7D | +13.9% | +1.7% | +12.2% | +13.0% |
| 30D | +16.0% | -2.3% | +18.3% | +17.3% |
| 3M | +6.1% | -4.5% | +10.6% | +8.4% |
| 6M | -8.2% | +21.6% | -29.7% | -17.1% |
| YTD | -52.3% | +4.0% | -56.4% | -54.5% |
| 1Y | -54.5% | +3.5% | -58.0% | -56.5% |
| 3Y | -58.6% | +2.1% | -60.7% | -61.7% |
| 5Y | -61.5% | +5.5% | -67.0% | -65.2% |
| 10Y | +74.7% | +90.7% | -16.1% | +6.4% |
| All | +3,388.4% | +804.0% | +2,584.5% | +1,036.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling