-58.4%
CSGP vs GWW
+94.2%
-152.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.8% |
| 7D | +13.9% | +5.8% | +8.1% | +11.8% |
| 30D | +16.0% | +13.8% | +2.2% | +11.4% |
| 3M | +6.1% | +13.2% | -7.1% | +2.0% |
| 6M | -8.2% | +28.4% | -36.6% | -15.8% |
| YTD | -52.3% | +44.7% | -97.0% | -58.5% |
| 1Y | -54.5% | +52.1% | -106.6% | -61.3% |
| All | -58.4% | +94.2% | -152.6% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling