-38.5%
GIS vs CSGP
-61.7%
+23.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | +9.2% | +2.2% | +7.0% | +8.7% |
| 3M | -5.4% | -3.7% | -1.7% | -5.0% |
| 6M | +3.4% | -7.4% | +10.9% | +3.8% |
| YTD | -20.5% | -54.9% | +34.4% | -14.8% |
| 1Y | -20.0% | -54.9% | +34.9% | -14.4% |
| All | -38.5% | -61.7% | +23.2% | -33.7% |
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