+106.4%
CSCO vs GD
+68.4%
+38.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.9% |
| 30D | -10.1% | -6.4% | -3.7% | -8.4% |
| 3M | -15.7% | +5.7% | -21.4% | -17.2% |
| 6M | +36.3% | -0.9% | +37.2% | +36.5% |
| YTD | +43.8% | +8.2% | +35.7% | +39.7% |
| 1Y | +63.9% | +13.4% | +50.5% | +56.5% |
| All | +106.4% | +68.4% | +38.1% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling