+182.3%
CSCO vs GH
+481.7%
-299.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 6M | +36.3% | +73.5% | -37.3% | +28.5% |
| YTD | +43.8% | +58.0% | -14.2% | +36.6% |
| 1Y | +63.9% | +163.1% | -99.1% | +47.6% |
| 3Y | +104.4% | +361.0% | -256.7% | +68.7% |
| 5Y | +111.4% | +22.5% | +88.8% | +92.6% |
| All | +182.3% | +481.7% | -299.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling