+91.6%
CSCO vs GD
+97.4%
-5.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.7% |
| 7D | -11.9% | -3.9% | -7.9% | -10.4% |
| 30D | -18.8% | +8.1% | -26.9% | -21.4% |
| 3M | -21.2% | -6.8% | -14.4% | -19.1% |
| 6M | +1.9% | +3.0% | -1.1% | +0.1% |
| YTD | +26.1% | +7.8% | +18.3% | +20.9% |
| 1Y | +34.7% | +5.8% | +28.9% | +30.1% |
| 3Y | +94.0% | +55.3% | +38.7% | +52.6% |
| 5Y | +91.6% | +96.7% | -5.1% | +27.5% |
| All | +91.6% | +97.4% | -5.8% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling