+39.4%
GM vs CSGP
-53.2%
+92.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +4.5% |
| 7D | +12.1% | +18.3% | -6.2% | +11.5% |
| 30D | +15.2% | +17.8% | -2.6% | +14.0% |
| 3M | +4.9% | +9.3% | -4.4% | +4.1% |
| 6M | +22.6% | -7.9% | +30.5% | +22.5% |
| YTD | +14.4% | -51.5% | +66.0% | +21.1% |
| 1Y | +39.4% | -53.3% | +92.7% | +50.3% |
| All | +39.4% | -53.2% | +92.6% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling