+101.1%
GOOGL vs CSGP
-62.5%
+163.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.6% |
| 7D | +3.9% | +1.3% | +2.5% | +3.5% |
| 30D | -14.9% | +2.8% | -17.7% | -16.4% |
| 3M | -14.6% | -6.3% | -8.2% | -14.2% |
| 6M | -26.4% | -3.2% | -23.3% | -27.4% |
| YTD | -5.3% | -54.0% | +48.6% | +15.7% |
| 1Y | +6.5% | -54.8% | +61.3% | +30.8% |
| 3Y | +126.0% | -60.6% | +186.6% | +180.1% |
| All | +101.1% | -62.5% | +163.6% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling