+101.3%
CSCO vs GGLL
+157.4%
-56.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.7% | +5.1% | -9.8% | -5.1% |
| 30D | -17.1% | -35.5% | +18.4% | -13.9% |
| 3M | -19.6% | -39.2% | +19.5% | -16.2% |
| 6M | +2.4% | -54.4% | +56.8% | +9.2% |
| YTD | +29.8% | -29.8% | +59.6% | +31.0% |
| 1Y | +38.7% | -20.4% | +59.1% | +37.6% |
| 3Y | +101.3% | +149.7% | -48.4% | +70.5% |
| All | +101.3% | +157.4% | -56.1% | +70.5% |
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