+113.3%
CSCO vs GLW
+345.9%
-232.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | -0.9% |
| 7D | -0.7% | +3.8% | -4.4% | -1.7% |
| 30D | -10.1% | -1.3% | -8.8% | -10.0% |
| 3M | -15.7% | -21.8% | +6.1% | -12.2% |
| 6M | +36.3% | +6.9% | +29.4% | +26.6% |
| YTD | +43.8% | +77.2% | -33.3% | +11.5% |
| 1Y | +63.9% | +123.2% | -59.3% | +15.4% |
| 3Y | +104.4% | +400.0% | -295.6% | +2.8% |
| All | +113.3% | +345.9% | -232.6% | +11.3% |
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