+108.5%
CSCO vs GFS
-20.2%
+128.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.5% | +2.6% | -3.2% | -1.0% |
| 30D | -10.1% | -16.4% | +6.3% | -7.1% |
| 3M | -11.7% | -41.6% | +29.9% | -2.8% |
| 6M | +40.1% | -3.7% | +43.8% | +39.9% |
| YTD | +43.8% | +29.3% | +14.5% | +35.0% |
| 1Y | +66.6% | +37.1% | +29.5% | +53.9% |
| 3Y | +108.5% | -22.1% | +130.6% | +104.5% |
| All | +108.5% | -20.2% | +128.7% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling