+280.9%
COF vs IAU
+858.9%
-578.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -2.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | +19.0% | +0.7% | +18.3% | +19.1% |
| 6M | +14.9% | -15.5% | +30.4% | +13.6% |
| YTD | -10.7% | +1.0% | -11.6% | -10.4% |
| 1Y | -1.3% | +19.6% | -20.8% | +0.3% |
| 3Y | +124.3% | +125.4% | -1.1% | +138.7% |
| 5Y | +51.1% | +140.7% | -89.6% | +61.4% |
| 10Y | +252.4% | +218.1% | +34.2% | +287.9% |
| All | +280.9% | +858.9% | -578.0% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling