+105.9%
CSCO vs GLW
+250.4%
-144.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +6.6% | +15.5% | -9.0% | +2.4% |
| 30D | -11.3% | -19.6% | +8.2% | -6.5% |
| 3M | -17.3% | -28.5% | +11.2% | -10.7% |
| 6M | +3.5% | -39.5% | +43.0% | +13.6% |
| YTD | +34.9% | +37.2% | -2.3% | +10.4% |
| 1Y | +40.5% | +35.4% | +5.1% | +15.0% |
| 3Y | +109.3% | +359.7% | -250.4% | +1.9% |
| 5Y | +105.9% | +244.0% | -138.1% | +15.0% |
| All | +105.9% | +250.4% | -144.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling