+185.4%
CSCO vs GLDM
+221.7%
-36.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.5% | -7.7% |
| 7D | -11.9% | +1.9% | -13.7% | -12.0% |
| 30D | -18.8% | -1.7% | -17.2% | -18.7% |
| 3M | -21.2% | -3.5% | -17.7% | -21.0% |
| 6M | +1.9% | -10.1% | +11.9% | +2.6% |
| YTD | +26.1% | -5.0% | +31.1% | +27.0% |
| 1Y | +34.7% | +2.8% | +31.9% | +35.1% |
| 3Y | +94.0% | +105.1% | -11.1% | +89.0% |
| 5Y | +91.6% | +124.3% | -32.7% | +84.5% |
| All | +185.4% | +221.7% | -36.2% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling