+69.1%
CSCO vs GFI
+26.4%
+42.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.4% |
| 7D | +2.7% | -4.9% | +7.5% | +3.0% |
| 30D | -9.5% | +10.7% | -20.2% | -10.0% |
| 3M | -7.6% | +25.6% | -33.2% | -8.9% |
| 6M | +44.9% | -8.3% | +53.1% | +45.1% |
| YTD | +47.7% | +6.3% | +41.4% | +49.0% |
| 1Y | +69.1% | +22.1% | +47.0% | +69.3% |
| All | +69.1% | +26.4% | +42.6% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling