+63.9%
CSCO vs GPC
+0.2%
+63.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -10.1% | +5.1% | -15.3% | -10.0% |
| 3M | -15.7% | +41.5% | -57.2% | -16.5% |
| 6M | +36.3% | +21.8% | +14.5% | +36.4% |
| YTD | +43.8% | +14.6% | +29.3% | +45.4% |
| 1Y | +63.9% | +1.3% | +62.7% | +62.6% |
| All | +63.9% | +0.2% | +63.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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