+206,635.5%
CSCO vs GIS
+1,443.9%
+205,191.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.9% |
| 7D | +6.6% | -8.1% | +14.6% | +9.3% |
| 30D | -11.3% | +5.3% | -16.7% | -13.3% |
| 3M | -17.3% | -10.5% | -6.8% | -15.2% |
| 6M | +3.5% | +1.8% | +1.7% | +0.8% |
| YTD | +34.9% | -22.9% | +57.8% | +43.3% |
| 1Y | +40.5% | -22.9% | +63.4% | +49.1% |
| 3Y | +109.3% | -40.5% | +149.8% | +138.6% |
| 5Y | +105.9% | -34.9% | +140.8% | +123.9% |
| 10Y | +335.8% | -19.0% | +354.8% | +321.5% |
| All | +206,635.5% | +1,443.9% | +205,191.6% | +52,314.6% |
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 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