+39.4%
CSCO vs GE
+8.8%
+30.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +4.7% |
| 7D | -2.9% | +6.3% | -9.2% | -3.4% |
| 30D | -16.7% | +8.9% | -25.5% | -17.2% |
| 3M | -18.4% | -9.2% | -9.2% | -17.8% |
| 6M | +2.9% | +13.2% | -10.3% | +2.9% |
| YTD | +30.4% | +9.4% | +21.0% | +31.1% |
| All | +39.4% | +8.8% | +30.5% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling