-63.2%
CSGP vs GTLB
-61.8%
-1.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.8% | -4.3% |
| 7D | +1.3% | -11.1% | +12.4% | +3.4% |
| 30D | +10.7% | -7.5% | +18.2% | +11.8% |
| 3M | +3.3% | +34.8% | -31.5% | -3.1% |
| 6M | -10.3% | +98.0% | -108.3% | -22.1% |
| YTD | -54.6% | +28.1% | -82.7% | -57.6% |
| 1Y | -54.6% | +5.6% | -60.2% | -56.4% |
| 3Y | -60.3% | +15.9% | -76.3% | -64.4% |
| All | -63.2% | -61.8% | -1.4% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling