+226.2%
GM vs CSGP
+41.1%
+185.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +0.4% | -5.1% | +5.5% | +2.2% |
| 30D | -1.8% | +0.3% | -2.2% | -2.4% |
| 3M | +2.6% | -9.1% | +11.8% | +4.7% |
| 6M | +14.6% | -37.3% | +51.8% | +32.7% |
| YTD | +6.2% | -54.9% | +61.1% | +37.0% |
| 1Y | +48.7% | -65.5% | +114.2% | +112.5% |
| 3Y | +168.3% | -63.3% | +231.6% | +265.8% |
| 5Y | +82.8% | -65.8% | +148.6% | +146.8% |
| 10Y | +226.2% | +40.1% | +186.1% | +200.0% |
| All | +226.2% | +41.1% | +185.1% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling