+100.5%
COF vs GLDM
+104.2%
-3.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.5% | +4.7% | -6.1% | -1.7% |
| 30D | +3.0% | -0.9% | +3.9% | +3.1% |
| 3M | -7.9% | -4.3% | -3.6% | -7.7% |
| 6M | +5.2% | -13.4% | +18.6% | +5.2% |
| YTD | -15.7% | -5.8% | -9.9% | -15.0% |
| 1Y | -5.5% | +2.1% | -7.5% | -4.0% |
| 3Y | +100.5% | +105.0% | -4.5% | +88.5% |
| All | +100.5% | +104.2% | -3.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling