+518.8%
GEV vs CSGP
-68.6%
+587.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -3.0% | -7.1% | +4.1% | -3.3% |
| 30D | -18.9% | +3.6% | -22.5% | -18.9% |
| 3M | -20.1% | -2.7% | -17.3% | -20.1% |
| 6M | -24.6% | -8.0% | -16.5% | -24.1% |
| YTD | +24.0% | -55.0% | +78.9% | +41.8% |
| 1Y | +40.6% | -55.8% | +96.4% | +61.3% |
| All | +518.8% | -68.6% | +587.3% | +625.3% |
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