+110.7%
CSCO vs GIS
-40.4%
+151.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.0% |
| 7D | +6.6% | -8.1% | +14.6% | +5.7% |
| 30D | -11.3% | +5.3% | -16.7% | -11.0% |
| 3M | -17.3% | -10.5% | -6.8% | -17.8% |
| 6M | +3.5% | +1.8% | +1.7% | +3.5% |
| YTD | +34.9% | -22.9% | +57.8% | +36.4% |
| 1Y | +40.5% | -22.9% | +63.4% | +42.0% |
| All | +110.7% | -40.4% | +151.0% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling