+366.8%
CSCO vs GLW
+839.7%
-472.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -2.8% |
| 7D | -0.5% | +14.0% | -14.5% | -5.4% |
| 30D | -10.1% | +0.4% | -10.5% | -10.7% |
| 3M | -11.7% | -11.3% | -0.4% | -11.4% |
| 6M | +40.1% | +35.1% | +5.0% | +14.1% |
| YTD | +43.8% | +90.5% | -46.8% | -1.8% |
| 1Y | +66.6% | +132.0% | -65.4% | +2.4% |
| 3Y | +108.5% | +463.3% | -354.8% | -19.7% |
| 5Y | +114.0% | +382.5% | -268.5% | -13.0% |
| 10Y | +366.8% | +837.6% | -470.8% | +23.8% |
| All | +366.8% | +839.7% | -472.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling