+114.8%
CSCO vs GIS
-23.6%
+138.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | 0.0% | -8.6% | +8.6% | +0.5% |
| 30D | -10.7% | -0.5% | -10.3% | -10.8% |
| 3M | -8.7% | +11.9% | -20.6% | -10.0% |
| 6M | +44.9% | -11.6% | +56.5% | +47.6% |
| YTD | +44.1% | -16.3% | +60.5% | +47.9% |
| 1Y | +65.9% | -21.8% | +87.6% | +71.9% |
| 3Y | +109.0% | -35.7% | +144.7% | +122.0% |
| 5Y | +114.8% | -22.9% | +137.6% | +104.1% |
| All | +114.8% | -23.6% | +138.4% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling