-36.9%
GIS vs CSGP
-60.4%
+23.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -1.7% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | +13.9% | +10.7% | +3.2% | +11.9% |
| 3M | +0.3% | +3.3% | -3.0% | -0.4% |
| 6M | +5.0% | -10.3% | +15.3% | +5.6% |
| YTD | -18.4% | -54.6% | +36.2% | -12.8% |
| 1Y | -17.4% | -54.6% | +37.2% | -11.8% |
| 3Y | -36.9% | -60.3% | +23.4% | -32.1% |
| All | -36.9% | -60.4% | +23.5% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling