+361.1%
CSCO vs GS
+657.0%
-295.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +0.9% | -1.6% | -1.1% |
| 30D | -10.1% | -1.6% | -8.6% | -9.6% |
| 3M | -15.7% | -4.5% | -11.2% | -14.5% |
| 6M | +36.3% | +20.9% | +15.4% | +24.6% |
| YTD | +43.8% | +19.9% | +23.9% | +31.6% |
| 1Y | +63.9% | +41.4% | +22.5% | +39.2% |
| 3Y | +104.4% | +239.2% | -134.8% | +15.4% |
| 5Y | +111.4% | +185.0% | -73.7% | +26.3% |
| All | +361.1% | +657.0% | -295.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling