+144.0%
COF vs GLDM
+225.0%
-81.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -5.8% | +5.0% | -10.8% | -5.8% |
| 30D | -0.3% | -1.3% | +1.0% | -0.4% |
| 3M | -8.5% | -4.7% | -3.8% | -8.5% |
| 6M | +5.6% | -12.4% | +18.0% | +5.2% |
| YTD | -17.1% | -4.1% | -13.1% | -16.9% |
| 1Y | -7.4% | +3.3% | -10.8% | -6.8% |
| 3Y | +99.1% | +110.9% | -11.9% | +105.6% |
| 5Y | +39.5% | +124.8% | -85.3% | +42.1% |
| All | +144.0% | +225.0% | -81.0% | +179.3% |
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