+113.0%
COP vs GLDM
+121.8%
-8.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -11.5% | +4.7% | -16.2% | -12.0% |
| 30D | +5.0% | -0.9% | +5.8% | +5.0% |
| 3M | +17.5% | -4.3% | +21.8% | +18.0% |
| 6M | +16.2% | -13.4% | +29.6% | +18.5% |
| YTD | +48.8% | -5.8% | +54.6% | +46.3% |
| 1Y | +64.1% | +2.1% | +62.0% | +57.4% |
| 3Y | +25.7% | +105.0% | -79.4% | -11.8% |
| All | +113.0% | +121.8% | -8.7% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling