+433.7%
GIS vs CSGP
+3,461.1%
-3,027.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +9.4% | +13.9% | -4.5% | +8.5% |
| 30D | +15.5% | +16.0% | -0.5% | +14.2% |
| 3M | +3.4% | +6.1% | -2.7% | +2.9% |
| 6M | +9.4% | -8.2% | +17.6% | +9.8% |
| YTD | -16.2% | -52.3% | +36.2% | -12.7% |
| 1Y | -16.0% | -54.5% | +38.5% | -12.3% |
| 3Y | -35.8% | -58.6% | +22.8% | -32.9% |
| 5Y | -28.5% | -61.5% | +33.0% | -25.5% |
| 10Y | -11.3% | +74.7% | -86.0% | -15.6% |
| All | +433.7% | +3,461.1% | -3,027.4% | +349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling