+163.9%
COP vs GLDM
+221.7%
-57.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -9.7% | +1.9% | -11.6% | -9.8% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | +18.5% | -3.5% | +22.1% | +18.8% |
| 6M | +11.4% | -10.1% | +21.5% | +12.4% |
| YTD | +47.9% | -5.0% | +52.9% | +46.8% |
| 1Y | +59.3% | +2.8% | +56.6% | +56.1% |
| 3Y | +23.6% | +105.1% | -81.5% | +6.0% |
| 5Y | +113.1% | +124.3% | -11.2% | +79.5% |
| All | +163.9% | +221.7% | -57.7% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling