+118.1%
COF vs IAU
+123.7%
-5.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.6% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | -6.0% | -1.5% | -4.5% | -6.0% |
| 3M | +14.8% | +3.3% | +11.6% | +14.8% |
| 6M | +15.3% | -16.2% | +31.6% | +14.6% |
| YTD | -13.0% | +0.7% | -13.7% | -12.7% |
| 1Y | -5.7% | +19.2% | -24.9% | -4.4% |
| 3Y | +118.1% | +124.4% | -6.3% | +108.6% |
| All | +118.1% | +123.7% | -5.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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