-65.9%
CSGP vs GRAB
-71.8%
+5.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.6% |
| 7D | -3.2% | +7.4% | -10.5% | -4.0% |
| 30D | +2.2% | +5.0% | -2.8% | +1.5% |
| 3M | -3.7% | -8.7% | +5.1% | -2.8% |
| 6M | -7.4% | -9.9% | +2.5% | -6.6% |
| YTD | -54.9% | -32.9% | -22.0% | -53.1% |
| 1Y | -54.9% | -43.2% | -11.7% | -52.3% |
| 3Y | -61.9% | +2.4% | -64.4% | -63.0% |
| 5Y | -63.1% | -77.9% | +14.8% | -62.2% |
| All | -65.9% | -71.8% | +5.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling