+1,020.7%
CSGP vs GPN
+2,772.9%
-1,752.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | -1.8% | -1.9% | 0.0% | -1.2% |
| 30D | +5.3% | +18.9% | -13.7% | -2.2% |
| 3M | +3.3% | +13.8% | -10.5% | -2.3% |
| 6M | -4.7% | +42.3% | -46.9% | -18.3% |
| YTD | -53.5% | +27.6% | -81.1% | -58.5% |
| 1Y | -53.7% | +30.3% | -84.0% | -59.1% |
| 3Y | -59.7% | -5.8% | -53.9% | -60.9% |
| 5Y | -62.5% | -22.6% | -39.9% | -61.6% |
| 10Y | +67.3% | +42.6% | +24.7% | +28.3% |
| All | +1,020.7% | +2,772.9% | -1,752.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling