+321.5%
CSCO vs GLW
+554.8%
-233.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.3% | -4.1% | +1.8% |
| 7D | -2.9% | -5.9% | +3.0% | -1.0% |
| 30D | -16.7% | -26.0% | +9.3% | -7.6% |
| 3M | -18.4% | -29.9% | +11.4% | -8.8% |
| 6M | +2.9% | -37.8% | +40.7% | +14.7% |
| YTD | +30.4% | +33.1% | -2.7% | +0.2% |
| 1Y | +41.4% | +36.8% | +4.5% | +6.5% |
| 3Y | +104.7% | +356.1% | -251.4% | -17.6% |
| 5Y | +96.9% | +243.8% | -146.9% | -10.5% |
| 10Y | +321.5% | +542.4% | -220.9% | +33.0% |
| All | +321.5% | +554.8% | -233.3% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling