+182.9%
CSCO vs GH
+486.6%
-303.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -10.7% | -2.6% | -8.1% | -10.5% |
| 3M | -8.7% | +25.1% | -33.8% | -10.9% |
| 6M | +44.9% | +78.5% | -33.6% | +36.2% |
| YTD | +44.1% | +59.4% | -15.2% | +36.8% |
| 1Y | +65.9% | +173.9% | -108.0% | +48.8% |
| 3Y | +109.0% | +382.7% | -273.7% | +71.8% |
| 5Y | +114.8% | +24.4% | +90.4% | +95.4% |
| All | +182.9% | +486.6% | -303.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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