+121.1%
GLD vs CSGP
-62.1%
+183.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +1.9% | +13.9% | -12.0% | +2.0% |
| 30D | -1.8% | +16.0% | -17.8% | -1.7% |
| 3M | -3.6% | +6.1% | -9.7% | -3.6% |
| 6M | -10.2% | -8.2% | -2.1% | -10.2% |
| YTD | -5.3% | -52.3% | +47.1% | -5.1% |
| 1Y | +2.5% | -54.5% | +57.0% | +2.7% |
| 3Y | +103.2% | -58.6% | +161.8% | +103.4% |
| 5Y | +121.1% | -61.5% | +182.6% | +124.7% |
| All | +121.1% | -62.1% | +183.1% | +124.7% |
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