+44.2%
GEV vs CSGP
-54.8%
+99.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -1.1% |
| 7D | +3.7% | +1.3% | +2.4% | +4.1% |
| 30D | -14.7% | +2.8% | -17.5% | -13.2% |
| 3M | -23.4% | -6.3% | -17.1% | -23.9% |
| 6M | -24.3% | -3.2% | -21.2% | -22.6% |
| YTD | +23.2% | -54.0% | +77.1% | +19.5% |
| 1Y | +44.2% | -54.8% | +99.1% | +41.6% |
| All | +44.2% | -54.8% | +99.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling