+164.2%
COP vs GLDM
+216.5%
-52.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.0% |
| 7D | -6.1% | +2.9% | -9.0% | -6.3% |
| 30D | +1.1% | -3.9% | +5.0% | +1.4% |
| 3M | +10.9% | -8.1% | +19.1% | +11.6% |
| 6M | +20.8% | -14.7% | +35.5% | +22.5% |
| YTD | +48.0% | -6.6% | +54.6% | +47.1% |
| 1Y | +58.5% | -2.1% | +60.6% | +56.2% |
| 3Y | +28.1% | +107.7% | -79.6% | +9.4% |
| 5Y | +120.5% | +116.5% | +4.0% | +85.8% |
| All | +164.2% | +216.5% | -52.3% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling