-30.4%
GIS vs CSGP
-63.4%
+33.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -2.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.4% |
| 30D | +13.9% | +10.7% | +3.2% | +12.5% |
| 3M | +0.3% | +3.3% | -3.0% | -0.2% |
| 6M | +5.0% | -10.3% | +15.3% | +5.5% |
| YTD | -18.4% | -54.6% | +36.2% | -14.1% |
| 1Y | -17.4% | -54.6% | +37.2% | -13.2% |
| 3Y | -36.9% | -60.3% | +23.4% | -33.3% |
| All | -30.4% | -63.4% | +33.0% | -23.5% |
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