-0.5%
CSCO vs GLW
+15.1%
-15.6%
-1.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-09-01 to 2026-09-08.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | N/A |
| 7D | -0.5% | +14.0% | -14.5% | N/A |
| All | -0.5% | +15.1% | -15.6% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 2026-09-01 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
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
2026-09-01 to 2026-09-08 analysis · Full analysis span regression · Available span rolling