+114.0%
CSCO vs GAP
+9.4%
+104.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | -10.1% | +9.3% | -19.4% | -11.2% |
| 3M | -11.7% | +6.1% | -17.8% | -12.7% |
| 6M | +40.1% | -2.3% | +42.4% | +39.4% |
| YTD | +43.8% | -10.6% | +54.4% | +44.3% |
| 1Y | +66.6% | -4.4% | +71.1% | +65.2% |
| 3Y | +108.5% | +118.3% | -9.8% | +77.1% |
| 5Y | +114.0% | +12.2% | +101.8% | +81.8% |
| All | +114.0% | +9.4% | +104.6% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling