+1,833.6%
GS vs CSGP
+757.4%
+1,076.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +2.4% |
| 7D | +0.3% | +18.3% | -18.0% | -4.5% |
| 30D | +3.9% | +17.8% | -13.9% | -1.9% |
| 3M | -11.4% | +9.3% | -20.7% | -15.0% |
| 6M | +3.7% | -7.9% | +11.6% | +3.2% |
| YTD | +7.1% | -51.5% | +58.7% | +26.6% |
| 1Y | +19.7% | -53.3% | +73.0% | +42.7% |
| 3Y | +202.8% | -57.9% | +260.7% | +266.7% |
| 5Y | +156.7% | -61.3% | +218.0% | +210.3% |
| 10Y | +548.7% | +77.5% | +471.2% | +392.2% |
| All | +1,833.6% | +757.4% | +1,076.2% | +717.8% |
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 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