+321.5%
CSCO vs GEN
+166.9%
+154.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -16.7% | +28.2% | -44.8% | -21.4% |
| 3M | -18.4% | +2.6% | -21.1% | -19.6% |
| 6M | +2.9% | +32.7% | -29.7% | -5.0% |
| YTD | +30.4% | +11.3% | +19.2% | +24.9% |
| 1Y | +41.4% | +17.9% | +23.4% | +33.4% |
| 3Y | +104.7% | +66.3% | +38.3% | +76.0% |
| 5Y | +96.9% | +31.7% | +65.3% | +75.7% |
| 10Y | +321.5% | +150.0% | +171.5% | +202.3% |
| All | +321.5% | +166.9% | +154.6% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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