-62.9%
CSGP vs GWW
+224.6%
-287.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +3.6% | +14.0% | -10.3% | -2.2% |
| 3M | -2.7% | +14.4% | -17.1% | -8.4% |
| 6M | -8.0% | +21.7% | -29.7% | -16.3% |
| YTD | -55.0% | +48.4% | -103.4% | -63.2% |
| 1Y | -55.8% | +58.4% | -114.2% | -65.0% |
| 3Y | -62.0% | +92.3% | -154.3% | -73.7% |
| 5Y | -62.9% | +221.8% | -284.7% | -82.5% |
| All | -62.9% | +224.6% | -287.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling