+134.5%
CSCO vs GEV
+730.5%
-596.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | -10.7% | -4.0% | -6.7% | -10.2% |
| 3M | -8.7% | +3.4% | -12.2% | -9.7% |
| 6M | +44.9% | +14.7% | +30.2% | +40.2% |
| YTD | +44.1% | +45.8% | -1.7% | +33.8% |
| 1Y | +65.9% | +57.4% | +8.5% | +51.2% |
| All | +134.5% | +730.5% | -596.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling