+193,725.9%
CSCO vs GIS
+1,480.8%
+192,245.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.6% | -7.0% |
| 7D | +1.9% | -3.4% | +5.3% | +2.9% |
| 30D | -15.8% | +6.9% | -22.7% | -18.1% |
| 3M | -15.4% | -10.1% | -5.3% | -13.3% |
| 6M | -5.4% | +5.9% | -11.3% | -9.1% |
| YTD | +26.5% | -21.1% | +47.6% | +33.3% |
| 1Y | +25.9% | -22.5% | +48.4% | +33.3% |
| 3Y | +97.5% | -39.0% | +136.5% | +123.3% |
| 5Y | +93.0% | -33.3% | +126.4% | +108.2% |
| 10Y | +308.6% | -17.0% | +325.7% | +292.1% |
| All | +193,725.9% | +1,480.8% | +192,245.1% | +48,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling