+34.0%
CSCO vs GD
+5.1%
+29.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -10.2% | -5.0% | -5.2% | -9.4% |
| 30D | -20.1% | +8.9% | -29.0% | -21.4% |
| 3M | -22.4% | -8.0% | -14.3% | -20.9% |
| 6M | +2.8% | +2.9% | -0.1% | +2.6% |
| YTD | +23.6% | +7.1% | +16.5% | +23.2% |
| 1Y | +34.0% | +5.9% | +28.1% | +33.9% |
| All | +34.0% | +5.1% | +29.0% | +33.9% |
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