+319.3%
CSCO vs GPC
+80.0%
+239.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.7% | +0.4% | -5.0% | -4.7% |
| 30D | -17.1% | -1.8% | -15.3% | -16.8% |
| 3M | -19.6% | -6.6% | -13.0% | -18.1% |
| 6M | +2.4% | +21.3% | -18.9% | -5.9% |
| YTD | +29.8% | +4.3% | +25.5% | +24.5% |
| 1Y | +38.7% | +3.3% | +35.4% | +33.4% |
| 3Y | +101.3% | +0.8% | +100.6% | +88.6% |
| 5Y | +94.8% | +7.4% | +87.4% | +73.7% |
| All | +319.3% | +80.0% | +239.4% | +182.6% |
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