+106.4%
CSCO vs GLD
+126.8%
-20.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -10.1% | +4.4% | -14.5% | -10.6% |
| 3M | -15.7% | -1.1% | -14.6% | -15.6% |
| 6M | +36.3% | -13.8% | +50.1% | +38.6% |
| YTD | +43.8% | +2.6% | +41.2% | +44.0% |
| 1Y | +63.9% | +24.5% | +39.4% | +60.8% |
| All | +106.4% | +126.8% | -20.4% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling