+611.5%
CSCO vs GNRC
+2,120.5%
-1,509.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | -0.5% | +4.8% | -5.4% | -1.4% |
| 30D | -10.1% | -10.4% | +0.3% | -8.3% |
| 3M | -11.7% | -28.5% | +16.7% | -6.4% |
| 6M | +40.1% | -6.8% | +46.9% | +40.9% |
| YTD | +43.8% | +39.5% | +4.3% | +33.1% |
| 1Y | +66.6% | +3.4% | +63.2% | +62.2% |
| 3Y | +108.5% | +65.1% | +43.4% | +80.6% |
| 5Y | +114.0% | -57.1% | +171.0% | +127.9% |
| 10Y | +366.8% | +432.5% | -65.7% | +172.8% |
| All | +611.5% | +2,120.5% | -1,509.0% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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