+306.4%
CSCO vs GPC
+85.6%
+220.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -10.2% | +1.6% | -11.8% | -10.7% |
| 30D | -20.1% | -2.1% | -18.0% | -19.7% |
| 3M | -22.1% | -6.8% | -15.3% | -20.6% |
| 6M | +3.2% | +18.6% | -15.4% | -4.5% |
| YTD | +24.1% | +2.7% | +21.4% | +19.7% |
| 1Y | +34.6% | +1.8% | +32.8% | +30.0% |
| 3Y | +90.0% | +1.1% | +88.9% | +77.5% |
| 5Y | +88.6% | +4.1% | +84.5% | +70.3% |
| All | +306.4% | +85.6% | +220.8% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling