+65.2%
CSGP vs GWW
+699.0%
-633.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -3.9% | -4.4% |
| 7D | +1.3% | +6.0% | -4.7% | -0.8% |
| 30D | +10.7% | +14.0% | -3.3% | +5.8% |
| 3M | +3.3% | +12.5% | -9.3% | -0.9% |
| 6M | -10.3% | +23.6% | -34.0% | -17.0% |
| YTD | -54.6% | +43.6% | -98.2% | -60.4% |
| 1Y | -54.6% | +52.5% | -107.1% | -61.4% |
| 3Y | -60.3% | +92.6% | -152.9% | -69.2% |
| 5Y | -63.3% | +219.0% | -282.3% | -76.1% |
| All | +65.2% | +699.0% | -633.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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