+2,064.0%
GS vs CSGP
+713.4%
+1,350.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.8% |
| 7D | +0.9% | -4.1% | +5.0% | +2.1% |
| 30D | -1.6% | +2.3% | -3.9% | -2.6% |
| 3M | -4.5% | -8.2% | +3.7% | -3.5% |
| 6M | +20.9% | -35.1% | +55.9% | +34.2% |
| YTD | +19.9% | -54.0% | +73.9% | +45.6% |
| 1Y | +41.4% | -65.3% | +106.7% | +85.7% |
| 3Y | +239.2% | -62.6% | +301.7% | +329.5% |
| 5Y | +185.0% | -64.8% | +249.9% | +257.5% |
| 10Y | +655.0% | +45.1% | +609.9% | +512.5% |
| All | +2,064.0% | +713.4% | +1,350.6% | +840.1% |
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