+249.1%
GM vs CSGP
+72.5%
+176.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.3% |
| 30D | +8.4% | +5.3% | +3.1% | +5.4% |
| 3M | +2.6% | +3.3% | -0.7% | -0.2% |
| 6M | +14.3% | -4.7% | +18.9% | +13.0% |
| YTD | +11.0% | -53.5% | +64.5% | +40.0% |
| 1Y | +27.8% | -53.7% | +81.5% | +61.2% |
| 3Y | +246.7% | -59.7% | +306.4% | +352.3% |
| 5Y | +59.6% | -62.5% | +122.0% | +106.4% |
| 10Y | +249.1% | +67.3% | +181.9% | +229.1% |
| All | +249.1% | +72.5% | +176.6% | +229.1% |
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