+492.6%
GEV vs CSGP
-68.3%
+560.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.1% | +0.3% |
| 7D | -9.8% | +1.3% | -11.0% | -9.7% |
| 30D | -22.3% | +10.7% | -33.0% | -22.3% |
| 3M | -22.6% | +3.3% | -25.8% | -22.7% |
| 6M | -30.7% | -10.3% | -20.4% | -29.9% |
| YTD | +18.7% | -54.6% | +73.3% | +35.8% |
| 1Y | +41.0% | -54.6% | +95.7% | +61.1% |
| All | +492.6% | -68.3% | +560.9% | +594.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling