-34.9%
GIS vs CSGP
-63.4%
+28.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -8.1% | -6.1% | -2.0% | -7.3% |
| 30D | +5.3% | +0.3% | +5.0% | +5.2% |
| 3M | -10.5% | -1.3% | -9.2% | -10.5% |
| 6M | +1.8% | -8.9% | +10.7% | +2.3% |
| YTD | -22.9% | -55.2% | +32.3% | -18.8% |
| 1Y | -22.9% | -56.4% | +33.4% | -18.7% |
| 3Y | -40.5% | -62.2% | +21.7% | -36.9% |
| 5Y | -34.9% | -63.7% | +28.8% | -28.5% |
| All | -34.9% | -63.4% | +28.5% | -28.5% |
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 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