+366.8%
CSCO vs GE
+151.9%
+215.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | -10.1% | -9.5% | -0.6% | -7.9% |
| 3M | -11.7% | +4.1% | -15.9% | -12.8% |
| 6M | +40.1% | +3.9% | +36.2% | +37.5% |
| YTD | +43.8% | +9.0% | +34.8% | +39.0% |
| 1Y | +66.6% | +21.9% | +44.7% | +56.0% |
| 3Y | +108.5% | +281.8% | -173.3% | +42.0% |
| 5Y | +114.0% | +436.7% | -322.8% | +30.1% |
| 10Y | +366.8% | +151.5% | +215.3% | +199.6% |
| All | +366.8% | +151.9% | +215.0% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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