+220,291.7%
CSCO vs GFI
+714.1%
+219,577.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.5% | +5.7% | -6.2% | -0.7% |
| 30D | -10.1% | +15.6% | -25.7% | -10.5% |
| 3M | -11.7% | +31.5% | -43.3% | -12.5% |
| 6M | +40.1% | -3.7% | +43.8% | +39.9% |
| YTD | +43.8% | +11.2% | +32.6% | +42.9% |
| 1Y | +66.6% | +36.4% | +30.2% | +64.3% |
| 3Y | +108.5% | +313.5% | -205.0% | +98.1% |
| 5Y | +114.0% | +528.0% | -414.1% | +99.5% |
| 10Y | +366.8% | +1,021.4% | -654.6% | +320.6% |
| All | +220,291.7% | +714.1% | +219,577.6% | +211,517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling