+186.3%
CSCO vs GLDM
+204.4%
-18.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.3% |
| 7D | +1.9% | -4.6% | +6.5% | +2.3% |
| 30D | -15.8% | -5.5% | -10.4% | -15.4% |
| 3M | -15.4% | -10.9% | -4.5% | -14.6% |
| 6M | -5.4% | -17.3% | +11.9% | -4.1% |
| YTD | +26.5% | -10.2% | +36.6% | +28.0% |
| 1Y | +25.9% | -6.9% | +32.8% | +27.2% |
| 3Y | +97.5% | +98.7% | -1.1% | +93.3% |
| 5Y | +93.0% | +106.7% | -13.7% | +86.8% |
| All | +186.3% | +204.4% | -18.1% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling