-65.3%
CSGP vs GTLB
-48.0%
-17.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.8% | -0.5% |
| 7D | +13.9% | -13.5% | +27.4% | +16.7% |
| 30D | +16.0% | -5.1% | +21.1% | +16.6% |
| 3M | +6.1% | +35.5% | -29.4% | -0.5% |
| 6M | -8.2% | +97.2% | -105.4% | -20.0% |
| YTD | -52.3% | +30.5% | -82.9% | -55.6% |
| 1Y | -54.5% | +6.9% | -61.4% | -56.3% |
| 3Y | -58.6% | +15.7% | -74.2% | -62.7% |
| 5Y | -61.5% | -60.3% | -1.2% | -64.9% |
| All | -65.3% | -48.0% | -17.3% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling