+66.6%
CSCO vs GLW
+134.2%
-67.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -1.4% |
| 7D | -0.5% | +14.0% | -14.5% | -2.9% |
| 30D | -10.1% | +0.4% | -10.5% | -10.3% |
| 3M | -11.7% | -11.3% | -0.4% | -11.1% |
| 6M | +40.1% | +35.1% | +5.0% | +30.2% |
| YTD | +43.8% | +90.5% | -46.8% | +26.3% |
| 1Y | +66.6% | +132.0% | -65.4% | +41.4% |
| All | +66.6% | +134.2% | -67.6% | +41.4% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling