+205.0%
GM vs CSGP
-60.4%
+265.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.1% | -2.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +6.4% | +10.7% | -4.3% | +3.1% |
| 3M | -0.7% | +3.3% | -4.0% | -2.6% |
| 6M | +9.9% | -10.3% | +20.3% | +11.0% |
| YTD | +6.7% | -54.6% | +61.2% | +32.2% |
| 1Y | +26.2% | -54.6% | +80.9% | +56.3% |
| 3Y | +205.0% | -60.3% | +265.4% | +281.5% |
| All | +205.0% | -60.4% | +265.5% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling