+90.0%
CSCO vs GE
+277.0%
-187.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.4% |
| 7D | -10.2% | +7.1% | -17.3% | -11.2% |
| 30D | -20.1% | +6.5% | -26.5% | -20.9% |
| 3M | -22.1% | -13.6% | -8.5% | -20.0% |
| 6M | +3.2% | +6.0% | -2.8% | +1.9% |
| YTD | +24.1% | +5.4% | +18.7% | +22.0% |
| 1Y | +34.6% | +6.5% | +28.1% | +31.9% |
| 3Y | +90.0% | +268.6% | -178.6% | +78.2% |
| All | +90.0% | +277.0% | -187.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling