+45.4%
COF vs IAU
+138.0%
-92.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -6.1% | -3.4% | -2.7% | -6.0% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | +17.0% | +5.8% | +11.2% | +16.9% |
| 6M | +12.9% | -16.9% | +29.9% | +12.6% |
| YTD | -13.5% | +0.1% | -13.7% | -13.5% |
| 1Y | -5.9% | +18.4% | -24.3% | -5.5% |
| 3Y | +117.1% | +123.6% | -6.5% | +110.9% |
| 5Y | +45.4% | +138.7% | -93.4% | +32.8% |
| All | +45.4% | +138.0% | -92.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling