+308.5%
CSCO vs GS
+452.1%
-143.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.4% |
| 7D | +1.9% | +5.9% | -4.0% | -0.5% |
| 30D | -15.8% | +4.3% | -20.1% | -17.3% |
| 3M | -15.4% | -11.7% | -3.7% | -10.9% |
| 6M | -5.4% | -3.2% | -2.2% | -4.7% |
| YTD | +26.5% | +5.8% | +20.7% | +21.9% |
| 1Y | +25.9% | +16.0% | +9.9% | +16.6% |
| 3Y | +97.5% | +199.8% | -102.2% | +17.4% |
| 5Y | +93.0% | +155.5% | -62.5% | +20.6% |
| All | +308.5% | +452.1% | -143.6% | +77.5% |
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