-60.3%
CSGP vs GPN
-11.4%
-49.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -5.7% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | +10.7% | +20.1% | -9.4% | +2.9% |
| 3M | +3.3% | +11.4% | -8.1% | -1.2% |
| 6M | -10.3% | +40.8% | -51.1% | -21.4% |
| YTD | -54.6% | +27.1% | -81.7% | -58.9% |
| 1Y | -54.6% | +29.2% | -83.9% | -59.2% |
| 3Y | -60.3% | -9.4% | -51.0% | -62.1% |
| All | -60.3% | -11.4% | -49.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling