+39.4%
CSCO vs GD
+7.0%
+32.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -4.7% | -1.9% | -2.8% | -4.5% |
| 30D | -17.1% | +10.9% | -28.0% | -18.8% |
| 3M | -19.6% | -6.8% | -12.9% | -18.3% |
| 6M | +2.4% | +7.0% | -4.6% | +1.3% |
| YTD | +29.8% | +11.1% | +18.7% | +28.3% |
| All | +39.4% | +7.0% | +32.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling