+91.5%
CSCO vs GLDM
+107.1%
-15.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.3% |
| 7D | +1.9% | -4.6% | +6.5% | +2.5% |
| 30D | -15.8% | -5.5% | -10.4% | -15.3% |
| 3M | -15.4% | -10.9% | -4.5% | -14.3% |
| 6M | -5.4% | -17.3% | +11.9% | -3.5% |
| YTD | +26.5% | -10.2% | +36.6% | +28.5% |
| 1Y | +25.9% | -6.9% | +32.8% | +27.5% |
| 3Y | +97.5% | +98.7% | -1.1% | +88.0% |
| All | +91.5% | +107.1% | -15.6% | +69.0% |
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