+104.7%
CSCO vs GAP
+78.9%
+25.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +4.8% |
| 7D | -2.9% | 0.0% | -3.0% | -2.9% |
| 30D | -16.7% | -4.3% | -12.4% | -16.3% |
| 3M | -18.4% | +9.4% | -27.8% | -19.3% |
| 6M | +2.9% | -3.3% | +6.2% | +2.7% |
| YTD | +30.4% | -10.5% | +41.0% | +30.8% |
| 1Y | +41.4% | -2.4% | +43.8% | +40.2% |
| 3Y | +104.7% | +80.1% | +24.6% | +91.0% |
| All | +104.7% | +78.9% | +25.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling