+60.0%
CSGP vs GWW
+658.3%
-598.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +1.3% | +3.6% | -2.2% | +0.1% |
| 30D | +2.8% | +12.1% | -9.3% | -1.2% |
| 3M | -6.3% | +12.9% | -19.2% | -10.3% |
| 6M | -3.2% | +19.3% | -22.5% | -9.3% |
| YTD | -54.0% | +48.7% | -102.7% | -60.4% |
| 1Y | -54.8% | +60.5% | -115.3% | -62.3% |
| 3Y | -60.6% | +93.3% | -153.8% | -69.5% |
| 5Y | -62.6% | +219.0% | -281.6% | -75.8% |
| All | +60.0% | +658.3% | -598.3% | -8.9% |
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