+198,812.7%
CSCO vs GAP
+2,134.6%
+196,678.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -17.1% | -5.4% | -11.7% | -16.1% |
| 3M | -19.6% | +2.9% | -22.5% | -20.8% |
| 6M | +2.4% | -4.4% | +6.8% | +1.7% |
| YTD | +29.8% | -11.6% | +41.4% | +30.2% |
| 1Y | +38.7% | -6.0% | +44.7% | +36.5% |
| 3Y | +101.3% | +78.0% | +23.3% | +53.4% |
| 5Y | +94.8% | +8.5% | +86.3% | +56.5% |
| 10Y | +324.2% | +8.6% | +315.6% | +178.8% |
| All | +198,812.7% | +2,134.6% | +196,678.2% | +30,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling