-59.7%
CSGP vs GWW
+89.8%
-149.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -1.8% | +5.3% | -7.1% | -3.4% |
| 30D | +5.3% | +12.4% | -7.1% | +1.5% |
| 3M | +3.3% | +13.7% | -10.4% | -0.8% |
| 6M | -4.7% | +18.0% | -22.7% | -10.0% |
| YTD | -53.5% | +44.6% | -98.1% | -59.6% |
| 1Y | -53.7% | +53.1% | -106.8% | -60.8% |
| 3Y | -59.7% | +90.2% | -150.0% | -70.1% |
| All | -59.7% | +89.8% | -149.5% | -70.1% |
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