-62.8%
CSGP vs GTLB
+0.5%
-63.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -4.1% | +11.1% | -15.1% | -6.2% |
| 30D | +2.3% | +37.8% | -35.5% | -4.2% |
| 3M | -8.2% | +61.6% | -69.7% | -16.9% |
| 6M | -35.1% | +98.9% | -134.0% | -43.9% |
| YTD | -54.0% | +32.8% | -86.8% | -57.5% |
| 1Y | -65.3% | +14.7% | -80.0% | -67.4% |
| All | -62.8% | +0.5% | -63.3% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling