+304.8%
CSCO vs GD
+190.6%
+114.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -10.2% | -5.0% | -5.2% | -7.9% |
| 30D | -20.1% | +8.9% | -29.0% | -23.5% |
| 3M | -22.4% | -8.0% | -14.3% | -19.3% |
| 6M | +2.8% | +2.9% | -0.1% | +0.5% |
| YTD | +23.6% | +7.1% | +16.5% | +17.8% |
| 1Y | +34.0% | +5.9% | +28.1% | +28.3% |
| 3Y | +89.3% | +53.9% | +35.4% | +45.8% |
| 5Y | +87.9% | +95.4% | -7.6% | +25.1% |
| All | +304.8% | +190.6% | +114.3% | +132.5% |
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