+145.9%
CSCO vs GGLL
+195.8%
-49.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.8% |
| 7D | -2.9% | +6.3% | -9.3% | -3.6% |
| 30D | -16.7% | -35.1% | +18.4% | -12.8% |
| 3M | -18.4% | -37.7% | +19.2% | -14.4% |
| 6M | +2.9% | -54.1% | +57.0% | +11.1% |
| YTD | +30.4% | -29.4% | +59.9% | +32.0% |
| 1Y | +41.4% | -13.4% | +54.8% | +38.6% |
| 3Y | +104.7% | +158.3% | -53.7% | +60.4% |
| All | +145.9% | +195.8% | -49.9% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling