+768.5%
CSCO vs GM
+238.5%
+530.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | -10.1% | -1.4% | -8.8% | -9.9% |
| 3M | -15.7% | +5.9% | -21.6% | -17.3% |
| 6M | +36.3% | +12.4% | +23.9% | +30.8% |
| YTD | +43.8% | +8.6% | +35.2% | +38.9% |
| 1Y | +63.9% | +52.6% | +11.3% | +42.2% |
| 3Y | +104.4% | +169.7% | -65.3% | +43.4% |
| 5Y | +111.4% | +87.5% | +23.8% | +60.0% |
| 10Y | +361.7% | +233.0% | +128.7% | +157.7% |
| All | +768.5% | +238.5% | +530.0% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling