+34.0%
CSCO vs GLD
+1.5%
+32.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -10.2% | +4.7% | -14.9% | -11.0% |
| 30D | -20.1% | -0.9% | -19.2% | -19.9% |
| 3M | -22.4% | -4.4% | -18.0% | -21.7% |
| 6M | +2.8% | -13.6% | +16.4% | +4.9% |
| YTD | +23.6% | -6.0% | +29.6% | +30.3% |
| 1Y | +34.0% | +1.8% | +32.3% | +41.9% |
| All | +34.0% | +1.5% | +32.6% | +41.9% |
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