+1.9%
CSCO vs GLD
-10.6%
+12.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.8% |
| 7D | -11.9% | +1.9% | -13.7% | -12.2% |
| 30D | -18.8% | -1.8% | -17.1% | -18.4% |
| 3M | -21.2% | -3.6% | -17.6% | -20.2% |
| 6M | +1.9% | -10.2% | +12.1% | +5.4% |
| All | +1.9% | -10.6% | +12.5% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling