+198,812.7%
CSCO vs GSK
+1,772.5%
+197,040.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -4.7% | +5.2% | -9.9% | -6.5% |
| 30D | -17.1% | +10.2% | -27.3% | -20.3% |
| 3M | -19.6% | -0.9% | -18.7% | -19.7% |
| 6M | +2.4% | +3.5% | -1.1% | 0.0% |
| YTD | +29.8% | +7.2% | +22.5% | +23.9% |
| 1Y | +38.7% | +12.0% | +26.7% | +30.0% |
| 3Y | +101.3% | +67.3% | +34.0% | +55.2% |
| 5Y | +94.8% | +45.3% | +49.6% | +56.1% |
| 10Y | +324.2% | +101.8% | +222.4% | +190.8% |
| All | +198,812.7% | +1,772.5% | +197,040.2% | +56,254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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