+156.7%
GS vs CSGP
-61.6%
+218.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +2.7% |
| 7D | +0.3% | +18.3% | -18.0% | -3.3% |
| 30D | +3.9% | +17.8% | -13.9% | -0.6% |
| 3M | -11.4% | +9.3% | -20.7% | -14.2% |
| 6M | +3.7% | -7.9% | +11.6% | +4.2% |
| YTD | +7.1% | -51.5% | +58.7% | +28.5% |
| 1Y | +19.7% | -53.3% | +73.0% | +45.0% |
| 3Y | +202.8% | -57.9% | +260.7% | +272.0% |
| 5Y | +156.7% | -61.3% | +218.0% | +221.3% |
| All | +156.7% | -61.6% | +218.3% | +221.3% |
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 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