+95.0%
CSCO vs GFS
-11.4%
+106.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.5% | -5.7% |
| 7D | +1.9% | +7.4% | -5.5% | +0.6% |
| 30D | -15.8% | -15.3% | -0.6% | -13.3% |
| 3M | -15.4% | -21.1% | +5.7% | -12.0% |
| 6M | -5.4% | -44.5% | +39.1% | +4.0% |
| YTD | +26.5% | +19.2% | +7.2% | +20.0% |
| 1Y | +25.9% | +27.2% | -1.4% | +18.0% |
| 3Y | +97.5% | -20.1% | +117.7% | +94.8% |
| 5Y | +93.0% | -25.6% | +118.6% | +87.1% |
| All | +95.0% | -11.4% | +106.4% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling