-21.6%
GIS vs CSGP
-55.2%
+33.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | -7.1% | +2.5% | -3.0% |
| 30D | +6.6% | +3.6% | +3.0% | +5.8% |
| 3M | -8.1% | -2.7% | -5.3% | -7.8% |
| 6M | +4.9% | -8.1% | +13.0% | +4.8% |
| YTD | -21.4% | -55.0% | +33.6% | -20.9% |
| 1Y | -21.6% | -55.8% | +34.2% | -21.5% |
| All | -21.6% | -55.2% | +33.6% | -21.5% |
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