+122.3%
CSCO vs GFS
-2.1%
+124.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.8% |
| 30D | -10.7% | -8.2% | -2.5% | -9.4% |
| 3M | -8.7% | -38.9% | +30.1% | -0.7% |
| 6M | +44.9% | -2.9% | +47.8% | +44.1% |
| YTD | +44.1% | +31.8% | +12.4% | +34.7% |
| 1Y | +65.9% | +43.1% | +22.7% | +52.0% |
| 3Y | +109.0% | -20.6% | +129.7% | +106.4% |
| All | +122.3% | -2.1% | +124.4% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling