+124.6%
CSCO vs GTLB
-50.8%
+175.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.4% |
| 7D | 0.0% | -6.6% | +6.5% | +0.4% |
| 30D | -10.7% | +13.7% | -24.5% | -11.6% |
| 3M | -8.7% | +52.9% | -61.6% | -11.6% |
| 6M | +44.9% | +88.5% | -43.6% | +37.7% |
| YTD | +44.1% | +23.4% | +20.7% | +40.9% |
| 1Y | +65.9% | -3.8% | +69.7% | +64.6% |
| 3Y | +109.0% | -11.5% | +120.5% | +104.8% |
| All | +124.6% | -50.8% | +175.5% | +112.2% |
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