+45.9%
CSCO vs GAP
+10.4%
+35.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.3% |
| 7D | -6.1% | +8.0% | -14.0% | -6.3% |
| 30D | -8.2% | +2.7% | -10.9% | -8.2% |
| 3M | -14.6% | +16.0% | -30.6% | -15.1% |
| 6M | +12.7% | +2.0% | +10.7% | +12.5% |
| YTD | +37.0% | -4.4% | +41.4% | +37.6% |
| 1Y | +45.9% | +9.2% | +36.7% | +46.4% |
| All | +45.9% | +10.4% | +35.5% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling