+306.4%
CSCO vs GS
+494.8%
-188.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | -3.2% | -7.0% | -8.9% |
| 30D | -20.1% | -2.4% | -17.6% | -19.2% |
| 3M | -22.1% | -15.7% | -6.3% | -16.3% |
| 6M | +3.2% | -6.8% | +10.0% | +5.6% |
| YTD | +24.1% | -0.1% | +24.1% | +22.6% |
| 1Y | +34.6% | +12.1% | +22.5% | +26.3% |
| 3Y | +90.0% | +185.8% | -95.8% | +15.6% |
| 5Y | +88.6% | +140.1% | -51.5% | +21.4% |
| All | +306.4% | +494.8% | -188.4% | +78.9% |
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