+379.9%
CSCO vs GM
+240.0%
+139.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.5% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | -9.5% | -1.1% | -8.4% | -9.3% |
| 3M | -7.6% | +6.1% | -13.7% | -9.3% |
| 6M | +44.9% | +15.0% | +29.9% | +38.8% |
| YTD | +47.7% | +6.0% | +41.7% | +44.1% |
| 1Y | +69.1% | +47.1% | +22.0% | +50.6% |
| 3Y | +113.5% | +170.5% | -57.0% | +55.7% |
| 5Y | +122.8% | +80.5% | +42.3% | +76.0% |
| All | +379.9% | +240.0% | +139.9% | +201.8% |
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