+108.4%
CSCO vs GM
+160.9%
-52.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -10.7% | -4.6% | -6.1% | -10.1% |
| 3M | -8.7% | +0.2% | -8.9% | -9.0% |
| 6M | +44.9% | +12.6% | +32.3% | +41.4% |
| YTD | +44.1% | +3.7% | +40.5% | +42.3% |
| 1Y | +65.9% | +45.6% | +20.2% | +54.5% |
| All | +108.4% | +160.9% | -52.6% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling