-64.8%
CSGP vs GWW
+224.0%
-288.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | +2.3% | +3.3% | -1.0% | +0.9% |
| 3M | -8.2% | +2.9% | -11.1% | -9.7% |
| 6M | -35.1% | +15.8% | -50.8% | -39.7% |
| YTD | -54.0% | +32.0% | -86.1% | -60.2% |
| 1Y | -65.3% | +29.9% | -95.2% | -69.8% |
| 3Y | -62.6% | +91.1% | -153.6% | -74.1% |
| All | -64.8% | +224.0% | -288.8% | -81.6% |
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