+138.4%
CSCO vs GGLL
+210.8%
-72.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -6.0% |
| 7D | +1.9% | +7.7% | -5.8% | +1.0% |
| 30D | -15.8% | -30.2% | +14.4% | -12.7% |
| 3M | -15.4% | -31.3% | +15.9% | -12.2% |
| 6M | -5.4% | -52.1% | +46.7% | +1.7% |
| YTD | +26.5% | -25.9% | +52.3% | +27.2% |
| 1Y | +25.9% | -8.5% | +34.3% | +22.8% |
| 3Y | +97.5% | +165.5% | -68.0% | +54.6% |
| All | +138.4% | +210.8% | -72.4% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling