-53.5%
CSGP vs GTLB
+3.0%
-56.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.7% |
| 7D | -1.8% | -9.6% | +7.8% | +0.3% |
| 30D | +5.3% | -14.5% | +19.8% | +8.1% |
| 3M | +3.3% | +20.9% | -17.6% | -3.4% |
| 6M | -4.7% | +81.4% | -86.0% | -20.2% |
| YTD | -53.5% | +25.6% | -79.1% | -58.3% |
| All | -53.5% | +3.0% | -56.5% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling