+25.9%
CSCO vs GLD
-8.2%
+34.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | -4.6% | +6.5% | +2.8% |
| 30D | -15.8% | -5.5% | -10.4% | -15.0% |
| 3M | -15.4% | -10.9% | -4.5% | -13.7% |
| 6M | -5.4% | -17.4% | +12.0% | -2.7% |
| YTD | +26.5% | -10.3% | +36.8% | +35.4% |
| 1Y | +25.9% | -7.2% | +33.0% | +37.8% |
| All | +25.9% | -8.2% | +34.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling