+63.9%
CSCO vs GIS
-21.3%
+85.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.1% |
| 7D | 0.0% | -8.6% | +8.6% | -1.9% |
| 30D | -10.7% | -0.5% | -10.3% | -10.7% |
| 3M | -8.7% | +11.9% | -20.6% | -6.6% |
| 6M | +44.9% | -11.6% | +56.5% | +47.0% |
| YTD | +44.1% | -16.3% | +60.5% | +46.2% |
| All | +63.9% | -21.3% | +85.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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