+379.9%
CSCO vs GFI
+1,066.8%
-686.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.4% |
| 7D | +2.7% | -4.9% | +7.5% | +2.8% |
| 30D | -9.5% | +10.7% | -20.2% | -9.7% |
| 3M | -7.6% | +25.6% | -33.2% | -8.1% |
| 6M | +44.9% | -8.3% | +53.1% | +44.8% |
| YTD | +47.7% | +6.3% | +41.4% | +47.4% |
| 1Y | +69.1% | +22.1% | +47.0% | +68.2% |
| 3Y | +113.5% | +289.2% | -175.7% | +109.0% |
| 5Y | +122.8% | +531.7% | -408.9% | +117.4% |
| All | +379.9% | +1,066.8% | -686.9% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling