+96.9%
CSCO vs GLDM
+125.6%
-28.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.9% |
| 7D | -2.9% | +5.0% | -7.9% | -3.5% |
| 30D | -16.7% | -1.3% | -15.4% | -16.6% |
| 3M | -18.4% | -4.7% | -13.7% | -18.0% |
| 6M | +2.9% | -12.4% | +15.3% | +4.2% |
| YTD | +30.4% | -4.1% | +34.5% | +31.5% |
| 1Y | +41.4% | +3.3% | +38.0% | +41.6% |
| 3Y | +104.7% | +110.9% | -6.3% | +93.4% |
| 5Y | +96.9% | +124.8% | -27.8% | +73.0% |
| All | +96.9% | +125.6% | -28.7% | +73.0% |
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