+220,352.2%
CSCO vs GIS
+1,630.7%
+218,721.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.3% |
| 7D | -0.7% | -7.8% | +7.2% | +2.0% |
| 30D | -10.1% | +6.6% | -16.7% | -12.2% |
| 3M | -15.7% | +21.0% | -36.7% | -21.7% |
| 6M | +36.3% | -9.1% | +45.3% | +38.8% |
| YTD | +43.8% | -13.6% | +57.4% | +48.5% |
| 1Y | +63.9% | -18.0% | +82.0% | +71.7% |
| 3Y | +104.4% | -33.7% | +138.0% | +126.5% |
| 5Y | +111.4% | -19.4% | +130.8% | +114.9% |
| 10Y | +361.7% | -21.3% | +382.9% | +358.2% |
| All | +220,352.2% | +1,630.7% | +218,721.5% | +54,201.9% |
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