+169.8%
COF vs GLDM
+248.1%
-78.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.8% | -0.5% | +2.4% | +1.8% |
| 30D | -0.6% | +4.4% | -5.0% | -0.5% |
| 3M | +20.3% | -1.1% | +21.4% | +20.1% |
| 6M | +13.0% | -13.7% | +26.7% | +12.2% |
| YTD | -8.3% | +2.8% | -11.1% | -8.1% |
| 1Y | -1.5% | +24.8% | -26.3% | -0.1% |
| 3Y | +122.3% | +127.8% | -5.6% | +129.8% |
| 5Y | +52.5% | +141.1% | -88.7% | +55.6% |
| All | +169.8% | +248.1% | -78.3% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling