+108.1%
CSCO vs GH
+379.5%
-271.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | -1.1% | -9.0% | -10.1% |
| 3M | -15.7% | +21.3% | -37.0% | -17.0% |
| 6M | +36.3% | +73.5% | -37.3% | +30.2% |
| YTD | +43.8% | +58.0% | -14.2% | +38.3% |
| 1Y | +63.9% | +163.1% | -99.1% | +51.6% |
| All | +108.1% | +379.5% | -271.4% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling