+89.3%
CSCO vs GGLL
+154.9%
-65.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.1% |
| 7D | -10.2% | +3.1% | -13.3% | -10.4% |
| 30D | -20.1% | -36.3% | +16.3% | -16.8% |
| 3M | -22.4% | -40.4% | +18.0% | -18.9% |
| 6M | +2.8% | -54.6% | +57.4% | +9.6% |
| YTD | +23.6% | -31.1% | +54.7% | +25.0% |
| 1Y | +34.0% | -19.2% | +53.2% | +32.6% |
| 3Y | +89.3% | +151.5% | -62.3% | +58.7% |
| All | +89.3% | +154.9% | -65.7% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling