+161.5%
CSCO vs GH
+457.8%
-296.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | -2.8% | -8.2% | +5.4% | -1.9% |
| 30D | -12.6% | -4.9% | -7.7% | -12.2% |
| 3M | -16.0% | -6.2% | -9.8% | -15.6% |
| 6M | +2.8% | +60.0% | -57.2% | -2.2% |
| YTD | +33.2% | +51.5% | -18.3% | +26.9% |
| 1Y | +43.1% | +58.4% | -15.3% | +35.6% |
| 3Y | +106.7% | +617.2% | -510.5% | +63.1% |
| 5Y | +103.6% | +47.0% | +56.6% | +81.5% |
| All | +161.5% | +457.8% | -296.3% | +86.7% |
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 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