+342.3%
CSCO vs GPN
+2,520.1%
-2,177.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +1.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -10.1% | +3.8% | -13.9% | -11.8% |
| 3M | -11.7% | +39.2% | -50.9% | -23.1% |
| 6M | +40.1% | +17.9% | +22.2% | +28.9% |
| YTD | +43.8% | +16.4% | +27.4% | +31.7% |
| 1Y | +66.6% | +3.6% | +63.0% | +58.4% |
| 3Y | +108.5% | -26.7% | +135.2% | +118.1% |
| 5Y | +114.0% | -44.8% | +158.7% | +139.1% |
| 10Y | +366.8% | +24.1% | +342.7% | +254.0% |
| All | +342.3% | +2,520.1% | -2,177.9% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling