-66.5%
CSGP vs GTLB
-49.4%
-17.1%
-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 | +1.3% | -0.7% | +2.1% | +1.5% |
| 30D | +2.8% | -10.2% | +13.0% | +4.5% |
| 3M | -6.3% | +10.1% | -16.4% | -8.7% |
| 6M | -3.2% | +116.5% | -119.6% | -16.9% |
| YTD | -54.0% | +27.2% | -81.1% | -56.9% |
| 1Y | -54.8% | +8.6% | -63.4% | -56.7% |
| 3Y | -60.6% | +5.6% | -66.1% | -63.9% |
| 5Y | -62.6% | -61.8% | -0.8% | -65.7% |
| All | -66.5% | -49.4% | -17.1% | -69.9% |
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