+220,352.3%
CSCO vs GPC
+2,522.4%
+217,829.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -10.1% | +6.0% | -16.1% | -12.9% |
| 3M | -15.7% | +42.6% | -58.3% | -31.1% |
| 6M | +36.3% | +22.8% | +13.5% | +19.7% |
| YTD | +43.8% | +15.5% | +28.4% | +28.7% |
| 1Y | +63.9% | +2.0% | +61.9% | +55.9% |
| 3Y | +104.4% | -1.4% | +105.8% | +87.9% |
| 5Y | +111.4% | +30.6% | +80.8% | +61.9% |
| 10Y | +361.7% | +80.6% | +281.1% | +170.1% |
| All | +220,352.3% | +2,522.4% | +217,829.9% | +26,874.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling