+664.8%
CSCO vs GLD
+745.1%
-80.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.6% |
| 7D | -11.9% | +1.9% | -13.7% | -11.9% |
| 30D | -18.8% | -1.8% | -17.1% | -18.8% |
| 3M | -21.2% | -3.6% | -17.6% | -21.1% |
| 6M | +1.9% | -10.2% | +12.1% | +2.2% |
| YTD | +26.1% | -5.3% | +31.3% | +26.4% |
| 1Y | +34.7% | +2.5% | +32.2% | +34.8% |
| 3Y | +94.0% | +103.2% | -9.2% | +91.3% |
| 5Y | +91.6% | +121.1% | -29.5% | +88.3% |
| 10Y | +323.2% | +201.9% | +121.3% | +315.4% |
| All | +664.8% | +745.1% | -80.3% | +596.7% |
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