+105.5%
CSCO vs GFS
-8.5%
+113.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +1.6% |
| 7D | -2.8% | +6.2% | -9.0% | -3.9% |
| 30D | -12.6% | -11.4% | -1.3% | -10.8% |
| 3M | -16.0% | -15.5% | -0.5% | -13.7% |
| 6M | +2.8% | -42.6% | +45.5% | +12.3% |
| YTD | +33.2% | +23.2% | +10.0% | +25.6% |
| 1Y | +43.1% | +23.6% | +19.5% | +34.7% |
| 3Y | +106.7% | -17.2% | +123.9% | +102.4% |
| 5Y | +103.6% | -23.4% | +127.0% | +96.0% |
| All | +105.5% | -8.5% | +113.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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