-67.2%
CSGP vs GTLB
-50.5%
-16.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -3.2% | -10.9% | +7.7% | -1.2% |
| 30D | +2.2% | -15.3% | +17.5% | +4.9% |
| 3M | -3.7% | +14.6% | -18.2% | -6.8% |
| 6M | -7.4% | +79.6% | -87.0% | -18.0% |
| YTD | -54.9% | +24.3% | -79.2% | -57.6% |
| 1Y | -54.9% | +1.0% | -55.9% | -56.2% |
| 3Y | -61.9% | +4.6% | -66.5% | -65.1% |
| 5Y | -63.1% | -63.7% | +0.6% | -65.9% |
| All | -67.2% | -50.5% | -16.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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