-11.5%
COF vs GLDM
-6.3%
-5.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.3% |
| 7D | -5.0% | -5.5% | +0.5% | -4.2% |
| 30D | -2.3% | -7.0% | +4.7% | -1.2% |
| 3M | -12.7% | -12.3% | -0.4% | -11.0% |
| 6M | +6.2% | -17.9% | +24.1% | +8.2% |
| YTD | -19.2% | -10.3% | -8.9% | -20.4% |
| 1Y | -11.5% | -7.8% | -3.7% | -16.4% |
| All | -11.5% | -6.3% | -5.2% | -16.4% |
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