+649.9%
CSCO vs GLD
+738.4%
-88.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -10.2% | +4.7% | -14.9% | -10.4% |
| 30D | -20.1% | -0.9% | -19.2% | -20.0% |
| 3M | -22.4% | -4.4% | -18.0% | -22.2% |
| 6M | +2.8% | -13.6% | +16.4% | +3.3% |
| YTD | +23.6% | -6.0% | +29.6% | +24.0% |
| 1Y | +34.0% | +1.8% | +32.3% | +34.2% |
| 3Y | +89.3% | +103.2% | -13.9% | +86.6% |
| 5Y | +87.9% | +119.3% | -31.5% | +84.6% |
| 10Y | +314.9% | +199.5% | +115.4% | +307.4% |
| All | +649.9% | +738.4% | -88.6% | +583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling