+306.4%
CSCO vs GLD
+203.7%
+102.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -10.2% | +4.7% | -14.9% | -10.6% |
| 30D | -20.1% | -0.9% | -19.2% | -20.0% |
| 3M | -22.1% | -4.4% | -17.7% | -21.7% |
| 6M | +3.2% | -13.6% | +16.8% | +4.3% |
| YTD | +24.1% | -6.0% | +30.1% | +25.0% |
| 1Y | +34.6% | +1.8% | +32.8% | +35.0% |
| 3Y | +90.0% | +103.2% | -13.2% | +84.2% |
| 5Y | +88.6% | +119.3% | -30.8% | +80.9% |
| All | +306.4% | +203.7% | +102.7% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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