+308.5%
CSCO vs GM
+205.9%
+102.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -15.8% | +3.6% | -19.4% | -16.8% |
| 3M | -15.4% | -0.2% | -15.1% | -15.7% |
| 6M | -5.4% | +13.9% | -19.3% | -9.2% |
| YTD | +26.5% | +6.5% | +20.0% | +22.8% |
| 1Y | +25.9% | +20.7% | +5.2% | +18.2% |
| 3Y | +97.5% | +229.5% | -131.9% | +35.7% |
| 5Y | +93.0% | +41.5% | +51.5% | +63.7% |
| All | +308.5% | +205.9% | +102.6% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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