+113.4%
CSCO vs GPN
-46.4%
+159.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -1.1% | -3.5% | +2.4% | -0.4% |
| 30D | -10.8% | +3.1% | -13.9% | -11.6% |
| 3M | -9.2% | +42.3% | -51.5% | -16.7% |
| 6M | +39.5% | +20.9% | +18.7% | +32.4% |
| YTD | +41.5% | +15.2% | +26.3% | +35.2% |
| 1Y | +61.0% | +5.4% | +55.5% | +56.5% |
| 3Y | +105.2% | -27.4% | +132.6% | +113.6% |
| 5Y | +113.4% | -44.2% | +157.6% | +124.1% |
| All | +113.4% | -46.4% | +159.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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