+527.2%
CSCO vs GS
+1,903.9%
-1,376.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +0.9% | -1.6% | -1.2% |
| 30D | -10.1% | -1.6% | -8.6% | -9.6% |
| 3M | -15.7% | -4.5% | -11.2% | -14.4% |
| 6M | +36.3% | +20.9% | +15.4% | +23.0% |
| YTD | +43.8% | +19.9% | +23.9% | +29.8% |
| 1Y | +63.9% | +41.4% | +22.5% | +36.0% |
| 3Y | +104.4% | +239.2% | -134.8% | +7.5% |
| 5Y | +111.4% | +185.0% | -73.7% | +18.3% |
| 10Y | +361.7% | +655.0% | -293.3% | +48.1% |
| All | +527.2% | +1,903.9% | -1,376.7% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling