+121.8%
CSCO vs GFS
-3.7%
+125.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | -10.1% | -8.6% | -1.5% | -8.8% |
| 3M | -15.7% | -46.5% | +30.9% | -6.0% |
| 6M | +36.3% | -4.8% | +41.1% | +36.0% |
| YTD | +43.8% | +29.7% | +14.2% | +34.8% |
| 1Y | +63.9% | +35.8% | +28.1% | +51.7% |
| 3Y | +104.4% | -18.3% | +122.7% | +100.8% |
| All | +121.8% | -3.7% | +125.5% | +109.7% |
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