+102.7%
CSCO vs GLD
+105.9%
-3.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -4.7% | +2.8% | -7.5% | -5.1% |
| 30D | -17.1% | -4.0% | -13.1% | -16.6% |
| 3M | -19.6% | -8.2% | -11.4% | -18.7% |
| 6M | +2.4% | -14.8% | +17.3% | +4.4% |
| YTD | +29.8% | -6.8% | +36.6% | +31.6% |
| 1Y | +38.7% | -2.4% | +41.1% | +39.9% |
| All | +102.7% | +105.9% | -3.2% | +92.6% |
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