+366.8%
CSCO vs GPC
+79.8%
+287.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -11.7% | +39.2% | -50.9% | -22.3% |
| 6M | +40.1% | +18.2% | +21.9% | +30.4% |
| YTD | +43.8% | +12.1% | +31.7% | +35.1% |
| 1Y | +66.6% | -0.7% | +67.3% | +63.5% |
| 3Y | +108.5% | -1.7% | +110.2% | +98.4% |
| 5Y | +114.0% | +29.3% | +84.7% | +77.7% |
| 10Y | +366.8% | +80.7% | +286.2% | +222.6% |
| All | +366.8% | +79.8% | +287.0% | +222.6% |
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 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