+37.8%
GEV vs CSGP
-55.1%
+92.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -4.7% |
| 7D | -13.2% | -3.2% | -10.0% | -13.9% |
| 30D | -20.6% | +2.2% | -22.8% | -19.4% |
| 3M | -19.5% | -3.7% | -15.9% | -19.4% |
| 6M | -23.3% | -7.4% | -15.8% | -22.2% |
| YTD | +22.2% | -54.9% | +77.1% | +17.5% |
| 1Y | +37.8% | -54.9% | +92.7% | +34.4% |
| All | +37.8% | -55.1% | +92.9% | +34.4% |
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