+124.2%
CSCO vs GTLB
-47.1%
+171.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -0.7% | +11.1% | -11.7% | -1.4% |
| 30D | -10.1% | +37.8% | -47.9% | -12.2% |
| 3M | -15.7% | +61.6% | -77.3% | -18.6% |
| 6M | +36.3% | +98.9% | -62.7% | +29.1% |
| YTD | +43.8% | +32.8% | +11.1% | +39.9% |
| 1Y | +63.9% | +14.7% | +49.3% | +60.7% |
| 3Y | +104.4% | +1.3% | +103.0% | +98.6% |
| All | +124.2% | -47.1% | +171.3% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling