+91.5%
CSCO vs GPC
+4.3%
+87.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -15.8% | -6.3% | -9.5% | -14.8% |
| 3M | -15.4% | -8.2% | -7.2% | -14.0% |
| 6M | -5.4% | +27.1% | -32.5% | -11.9% |
| YTD | +26.5% | +3.1% | +23.3% | +23.4% |
| 1Y | +25.9% | +0.1% | +25.8% | +23.8% |
| 3Y | +97.5% | +0.2% | +97.3% | +87.2% |
| All | +91.5% | +4.3% | +87.2% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling