+142.2%
COF vs GLDM
+212.7%
-70.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -4.5% | -2.0% | -2.5% | -4.4% |
| 30D | -2.0% | -4.4% | +2.4% | -2.0% |
| 3M | -9.7% | -8.8% | -0.9% | -9.7% |
| 6M | +8.0% | -15.9% | +23.9% | +7.6% |
| YTD | -17.7% | -7.7% | -10.0% | -17.5% |
| 1Y | -9.3% | -3.6% | -5.7% | -8.8% |
| 3Y | +96.3% | +105.2% | -8.9% | +102.9% |
| 5Y | +37.0% | +112.8% | -75.8% | +39.3% |
| All | +142.2% | +212.7% | -70.5% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling