+98.3%
CSCO vs GFS
-30.6%
+128.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | -5.3% | +0.6% | -3.7% |
| 30D | -17.1% | -15.8% | -1.3% | -14.5% |
| 3M | -19.6% | -18.6% | -1.0% | -16.8% |
| 6M | +2.4% | -45.0% | +47.4% | +13.0% |
| YTD | +29.8% | +16.8% | +13.0% | +23.4% |
| 1Y | +38.7% | +17.8% | +20.9% | +31.5% |
| 3Y | +101.3% | -21.5% | +122.9% | +99.1% |
| All | +98.3% | -30.6% | +128.9% | +93.7% |
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