+246.5%
GM vs CSGP
+495.5%
-249.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.7% |
| 7D | +1.9% | -4.1% | +6.0% | +3.4% |
| 30D | -1.4% | +2.3% | -3.7% | -2.6% |
| 3M | +5.9% | -8.2% | +14.1% | +7.7% |
| 6M | +12.4% | -35.1% | +47.5% | +28.9% |
| YTD | +8.6% | -54.0% | +62.7% | +40.0% |
| 1Y | +52.6% | -65.3% | +117.9% | +118.9% |
| 3Y | +169.7% | -62.6% | +232.2% | +267.2% |
| 5Y | +87.5% | -64.8% | +152.4% | +153.6% |
| 10Y | +233.0% | +45.1% | +187.9% | +147.1% |
| All | +246.5% | +495.5% | -249.0% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling