+319.3%
CSCO vs GD
+174.9%
+144.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -4.7% | -1.9% | -2.8% | -3.7% |
| 30D | -17.1% | +10.9% | -28.0% | -21.4% |
| 3M | -19.6% | -6.8% | -12.9% | -16.9% |
| 6M | +2.4% | +7.0% | -4.6% | -1.8% |
| YTD | +29.8% | +11.1% | +18.7% | +21.4% |
| 1Y | +38.7% | +7.0% | +31.6% | +32.2% |
| 3Y | +101.3% | +59.9% | +41.4% | +51.8% |
| 5Y | +94.8% | +102.5% | -7.6% | +27.1% |
| All | +319.3% | +174.9% | +144.5% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling