+193.8%
CSCO vs GLDM
+216.5%
-22.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -4.7% | +2.9% | -7.5% | -4.9% |
| 30D | -17.1% | -3.9% | -13.2% | -16.8% |
| 3M | -19.6% | -8.1% | -11.5% | -19.0% |
| 6M | +2.4% | -14.7% | +17.1% | +3.6% |
| YTD | +29.8% | -6.6% | +36.4% | +30.9% |
| 1Y | +38.7% | -2.1% | +40.7% | +39.6% |
| 3Y | +101.3% | +107.7% | -6.3% | +96.3% |
| 5Y | +94.8% | +116.5% | -21.6% | +88.0% |
| All | +193.8% | +216.5% | -22.6% | +230.1% |
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