+69.1%
CSCO vs GM
+50.1%
+19.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.4% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | -9.5% | -1.1% | -8.4% | -9.4% |
| 3M | -7.6% | +6.1% | -13.7% | -8.7% |
| 6M | +44.9% | +15.0% | +29.9% | +41.0% |
| YTD | +47.7% | +6.0% | +41.7% | +44.8% |
| 1Y | +69.1% | +47.1% | +22.0% | +61.7% |
| All | +69.1% | +50.1% | +19.0% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling