+51.5%
CSCO vs GLXY
-41.9%
+93.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.4% |
| 7D | -10.2% | -14.6% | +4.4% | -9.4% |
| 30D | -20.1% | -36.2% | +16.1% | -17.9% |
| 3M | -22.4% | -30.1% | +7.7% | -21.0% |
| 6M | +2.8% | -56.1% | +58.9% | +7.2% |
| YTD | +23.6% | -38.9% | +62.5% | +24.6% |
| 1Y | +34.0% | -55.0% | +89.1% | +36.8% |
| All | +51.5% | -41.9% | +93.3% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling