+199,826.0%
CSCO vs GPC
+2,286.3%
+197,539.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.9% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | -16.7% | -1.1% | -15.6% | -16.5% |
| 3M | -18.4% | -6.6% | -11.8% | -16.2% |
| 6M | +2.9% | +22.2% | -19.3% | -9.7% |
| YTD | +30.4% | +5.1% | +25.4% | +21.7% |
| 1Y | +41.4% | +2.8% | +38.6% | +33.2% |
| 3Y | +104.7% | +2.4% | +102.3% | +83.7% |
| 5Y | +96.9% | +7.8% | +89.2% | +66.7% |
| 10Y | +321.5% | +87.2% | +234.2% | +137.8% |
| All | +199,826.0% | +2,286.3% | +197,539.7% | +25,417.8% |
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