+243.0%
GS vs CSGP
-61.9%
+304.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +0.9% | -4.1% | +5.0% | +1.7% |
| 30D | -1.6% | +2.3% | -3.9% | -2.3% |
| 3M | -4.5% | -8.2% | +3.7% | -3.1% |
| 6M | +20.9% | -35.1% | +55.9% | +34.7% |
| YTD | +19.9% | -54.0% | +73.9% | +47.2% |
| 1Y | +41.4% | -65.3% | +106.7% | +91.9% |
| All | +243.0% | -61.9% | +304.9% | +334.2% |
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