+24.9%
COP vs GLDM
+105.8%
-80.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -9.7% | +1.9% | -11.6% | -9.6% |
| 30D | +4.7% | -1.7% | +6.4% | +4.8% |
| 3M | +18.5% | -3.5% | +22.1% | +18.6% |
| 6M | +11.4% | -10.1% | +21.5% | +11.8% |
| YTD | +47.9% | -5.0% | +52.9% | +46.0% |
| 1Y | +59.3% | +2.8% | +56.6% | +55.4% |
| All | +24.9% | +105.8% | -80.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling