+94.8%
CSCO vs GTLB
-64.3%
+159.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -4.7% | -10.9% | +6.2% | -3.9% |
| 30D | -17.1% | -15.3% | -1.8% | -16.2% |
| 3M | -19.6% | +14.6% | -34.2% | -20.5% |
| 6M | +2.4% | +79.6% | -77.2% | -2.4% |
| YTD | +29.8% | +24.3% | +5.4% | +26.6% |
| 1Y | +38.7% | +1.0% | +37.7% | +37.2% |
| 3Y | +101.3% | +4.6% | +96.7% | +95.1% |
| 5Y | +94.8% | -63.7% | +158.6% | +82.6% |
| All | +94.8% | -64.3% | +159.2% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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