+692.8%
GOOGL vs CSGP
+65.8%
+627.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.9% |
| 7D | +3.9% | +1.3% | +2.5% | +3.4% |
| 30D | -14.9% | +2.8% | -17.7% | -16.9% |
| 3M | -14.6% | -6.3% | -8.2% | -14.2% |
| 6M | -26.4% | -3.2% | -23.3% | -27.8% |
| YTD | -5.3% | -54.0% | +48.6% | +19.3% |
| 1Y | +6.5% | -54.8% | +61.3% | +35.0% |
| 3Y | +126.0% | -60.6% | +186.6% | +190.4% |
| 5Y | +100.8% | -62.6% | +163.5% | +155.1% |
| All | +692.8% | +65.8% | +627.0% | +448.8% |
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