+67.3%
CSGP vs GWW
+696.0%
-628.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -1.8% | +5.3% | -7.1% | -3.6% |
| 30D | +5.3% | +12.4% | -7.1% | +1.2% |
| 3M | +3.3% | +13.7% | -10.4% | -1.2% |
| 6M | -4.7% | +18.0% | -22.7% | -10.3% |
| YTD | -53.5% | +44.6% | -98.1% | -59.6% |
| 1Y | -53.7% | +53.1% | -106.8% | -60.7% |
| 3Y | -59.7% | +90.2% | -150.0% | -68.6% |
| 5Y | -62.5% | +215.0% | -277.5% | -75.5% |
| 10Y | +67.3% | +658.9% | -591.7% | -1.5% |
| All | +67.3% | +696.0% | -628.7% | -1.5% |
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