-18.0%
GIS vs CSGP
+72.5%
-90.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +10.1% | +5.3% | +4.8% | +9.3% |
| 3M | -3.7% | +3.3% | -7.0% | -4.2% |
| 6M | +4.3% | -4.7% | +8.9% | +4.3% |
| YTD | -19.8% | -53.5% | +33.7% | -14.5% |
| 1Y | -20.5% | -53.7% | +33.3% | -15.2% |
| 3Y | -38.3% | -59.7% | +21.4% | -33.8% |
| 5Y | -32.2% | -62.5% | +30.3% | -27.2% |
| 10Y | -18.0% | +67.3% | -85.2% | -20.2% |
| All | -18.0% | +72.5% | -90.5% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling