+113.4%
CSCO vs GFI
+515.1%
-401.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -1.1% | -5.1% | +4.1% | -0.8% |
| 30D | -10.8% | +13.4% | -24.2% | -11.4% |
| 3M | -9.2% | +36.2% | -45.5% | -10.7% |
| 6M | +39.5% | -9.8% | +49.4% | +39.7% |
| YTD | +41.5% | +7.7% | +33.8% | +40.5% |
| 1Y | +61.0% | +27.2% | +33.8% | +58.2% |
| 3Y | +105.2% | +300.3% | -195.1% | +89.7% |
| 5Y | +113.4% | +539.8% | -426.3% | +94.2% |
| All | +113.4% | +515.1% | -401.7% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling