+3,388.4%
CSGP vs GWW
+4,487.0%
-1,098.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.6% |
| 7D | +13.9% | +5.8% | +8.1% | +11.2% |
| 30D | +16.0% | +13.8% | +2.2% | +10.0% |
| 3M | +6.1% | +13.2% | -7.1% | +0.7% |
| 6M | -8.2% | +28.4% | -36.6% | -17.7% |
| YTD | -52.3% | +44.7% | -97.0% | -59.7% |
| 1Y | -54.5% | +52.1% | -106.6% | -62.4% |
| 3Y | -58.6% | +93.9% | -152.4% | -69.5% |
| 5Y | -61.5% | +221.4% | -282.9% | -77.2% |
| 10Y | +74.7% | +719.8% | -645.2% | -36.2% |
| All | +3,388.4% | +4,487.0% | -1,098.6% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling