+204,102.2%
CSCO vs GE
+3,131.6%
+200,970.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +2.0% |
| 7D | -2.8% | +4.0% | -6.8% | -4.5% |
| 30D | -12.6% | +11.1% | -23.7% | -17.1% |
| 3M | -16.0% | -6.7% | -9.3% | -13.7% |
| 6M | +2.8% | +14.3% | -11.4% | -4.9% |
| YTD | +33.2% | +11.7% | +21.5% | +22.3% |
| 1Y | +43.1% | +10.9% | +32.2% | +31.5% |
| 3Y | +106.7% | +279.0% | -172.3% | -1.1% |
| 5Y | +103.6% | +427.0% | -323.4% | -20.8% |
| 10Y | +330.5% | +158.6% | +171.9% | +108.5% |
| All | +204,102.2% | +3,131.6% | +200,970.6% | +17,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling