+113.3%
CSCO vs GLDM
+143.3%
-30.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -10.1% | +4.4% | -14.5% | -10.5% |
| 3M | -15.7% | -1.1% | -14.6% | -15.6% |
| 6M | +36.3% | -13.7% | +49.9% | +38.1% |
| YTD | +43.8% | +2.8% | +41.1% | +43.9% |
| 1Y | +63.9% | +24.8% | +39.1% | +61.7% |
| 3Y | +104.4% | +127.8% | -23.5% | +93.4% |
| All | +113.3% | +143.3% | -30.0% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling