+105.7%
CSCO vs GEV
+601.7%
-496.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.4% | -5.9% |
| 7D | +1.9% | +3.7% | -1.8% | +1.3% |
| 30D | -15.8% | -14.7% | -1.2% | -13.7% |
| 3M | -15.4% | -23.4% | +8.0% | -11.8% |
| 6M | -5.4% | -24.3% | +18.9% | -1.8% |
| YTD | +26.5% | +23.2% | +3.3% | +20.5% |
| 1Y | +25.9% | +44.2% | -18.4% | +16.5% |
| All | +105.7% | +601.7% | -496.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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