-62.8%
CSGP vs GPN
-25.7%
-37.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.8% |
| 7D | -4.1% | +0.8% | -4.8% | -4.4% |
| 30D | +2.3% | +5.8% | -3.5% | +0.1% |
| 3M | -8.2% | +37.0% | -45.2% | -18.5% |
| 6M | -35.1% | +20.1% | -55.2% | -39.7% |
| YTD | -54.0% | +20.4% | -74.4% | -57.5% |
| 1Y | -65.3% | +7.4% | -72.7% | -66.7% |
| All | -62.8% | -25.7% | -37.1% | -61.2% |
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