+39.4%
CSCO vs GGLL
-16.8%
+56.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.9% |
| 7D | -2.9% | +6.3% | -9.3% | -3.3% |
| 30D | -16.7% | -35.1% | +18.4% | -14.7% |
| 3M | -18.4% | -37.7% | +19.2% | -16.4% |
| 6M | +2.9% | -54.1% | +57.0% | +6.7% |
| YTD | +30.4% | -29.4% | +59.9% | +30.1% |
| All | +39.4% | -16.8% | +56.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling