-18.0%
GIS vs CSGP
-64.7%
+46.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.2% |
| 7D | -7.8% | -4.1% | -3.8% | -7.4% |
| 30D | +6.6% | +2.3% | +4.3% | +6.3% |
| 3M | +21.0% | -8.2% | +29.1% | +21.5% |
| 6M | -9.1% | -35.1% | +26.0% | -6.4% |
| YTD | -13.6% | -54.0% | +40.4% | -9.1% |
| 1Y | -18.0% | -65.3% | +47.3% | -11.9% |
| 3Y | -33.7% | -62.6% | +28.9% | -29.6% |
| All | -18.0% | -64.7% | +46.7% | -10.7% |
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 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