+66.6%
CSCO vs GLD
+19.8%
+46.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -10.1% |
| 3M | -11.7% | +0.6% | -12.4% | -11.8% |
| 6M | +40.1% | -15.6% | +55.7% | +43.5% |
| YTD | +43.8% | +0.9% | +42.9% | +46.6% |
| 1Y | +66.6% | +19.4% | +47.2% | +66.4% |
| All | +66.6% | +19.8% | +46.8% | +66.4% |
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