+96.9%
CSCO vs GS
+151.9%
-54.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | -16.7% | +1.2% | -17.9% | -17.0% |
| 3M | -18.4% | -12.4% | -6.0% | -14.3% |
| 6M | +2.9% | -2.3% | +5.3% | +3.4% |
| YTD | +30.4% | +4.6% | +25.8% | +27.0% |
| 1Y | +41.4% | +17.5% | +23.9% | +31.5% |
| 3Y | +104.7% | +202.0% | -97.4% | +28.8% |
| 5Y | +96.9% | +152.4% | -55.4% | +27.0% |
| All | +96.9% | +151.9% | -54.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling