+366.8%
CSCO vs IAU
+216.4%
+150.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -10.1% |
| 3M | -11.7% | +0.7% | -12.4% | -11.8% |
| 6M | +40.1% | -15.5% | +55.6% | +41.7% |
| YTD | +43.8% | +1.0% | +42.8% | +44.0% |
| 1Y | +66.6% | +19.6% | +47.0% | +65.5% |
| 3Y | +108.5% | +125.4% | -16.9% | +101.1% |
| 5Y | +114.0% | +140.7% | -26.8% | +104.4% |
| 10Y | +366.8% | +218.1% | +148.7% | +366.4% |
| All | +366.8% | +216.4% | +150.4% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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