+400.8%
GIS vs CSGP
+3,263.3%
-2,862.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | -7.1% | +2.5% | -4.1% |
| 30D | +6.6% | +3.6% | +3.0% | +6.3% |
| 3M | -8.1% | -2.7% | -5.4% | -8.0% |
| 6M | +4.9% | -8.0% | +13.0% | +5.3% |
| YTD | -21.4% | -55.0% | +33.6% | -17.8% |
| 1Y | -21.6% | -55.8% | +34.1% | -18.0% |
| 3Y | -39.3% | -62.0% | +22.7% | -36.2% |
| 5Y | -33.2% | -62.9% | +29.7% | -30.2% |
| 10Y | -17.3% | +62.6% | -79.9% | -21.0% |
| All | +400.8% | +3,263.3% | -2,862.6% | +323.7% |
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 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