+321.5%
CSCO vs GLD
+205.3%
+116.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.9% |
| 7D | -2.9% | +4.9% | -7.9% | -3.3% |
| 30D | -16.7% | -1.3% | -15.4% | -16.6% |
| 3M | -18.4% | -4.8% | -13.7% | -18.1% |
| 6M | +2.9% | -12.5% | +15.4% | +3.9% |
| YTD | +30.4% | -4.2% | +34.7% | +31.2% |
| 1Y | +41.4% | +3.0% | +38.3% | +41.7% |
| 3Y | +104.7% | +109.1% | -4.5% | +98.0% |
| 5Y | +96.9% | +121.6% | -24.6% | +88.6% |
| 10Y | +321.5% | +212.2% | +109.3% | +319.7% |
| All | +321.5% | +205.3% | +116.1% | +319.7% |
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