-1.3%
COF vs GLDM
+20.2%
-21.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | +19.0% | +0.7% | +18.3% | +18.8% |
| 6M | +14.9% | -15.4% | +30.3% | +14.4% |
| YTD | -10.7% | +1.0% | -11.7% | -10.2% |
| 1Y | -1.3% | +19.7% | -21.0% | +6.8% |
| All | -1.3% | +20.2% | -21.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling