+62.6%
CSGP vs GWW
+653.9%
-591.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +3.6% | +14.0% | -10.3% | -0.9% |
| 3M | -2.7% | +14.4% | -17.1% | -7.2% |
| 6M | -8.0% | +21.7% | -29.7% | -14.5% |
| YTD | -55.0% | +48.4% | -103.4% | -61.3% |
| 1Y | -55.8% | +58.4% | -114.2% | -62.8% |
| 3Y | -62.0% | +92.3% | -154.3% | -70.5% |
| 5Y | -62.9% | +221.8% | -284.7% | -76.0% |
| 10Y | +62.6% | +657.6% | -594.9% | -7.3% |
| All | +62.6% | +653.9% | -591.3% | -7.3% |
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