+65.9%
CSCO vs GH
+170.3%
-104.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.6% |
| 6M | +44.9% | +78.5% | -33.6% | +37.0% |
| YTD | +44.1% | +59.4% | -15.2% | +37.9% |
| 1Y | +65.9% | +173.9% | -108.0% | +49.7% |
| All | +65.9% | +170.3% | -104.4% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling