+76.2%
CSCO vs GLXY
+15.1%
+61.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.2% |
| 7D | -0.5% | +15.5% | -16.0% | -1.5% |
| 30D | -10.1% | +34.1% | -44.2% | -12.0% |
| 3M | -11.7% | -11.3% | -0.4% | -11.5% |
| 6M | +40.1% | +31.6% | +8.5% | +36.2% |
| YTD | +43.8% | +21.0% | +22.8% | +39.1% |
| 1Y | +66.6% | +11.7% | +54.9% | +59.8% |
| All | +76.2% | +15.1% | +61.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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