+161.6%
COP vs GLDM
+248.1%
-86.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +17.5% | +4.4% | +13.1% | +17.0% |
| 3M | +13.4% | -1.1% | +14.4% | +13.5% |
| 6M | +17.7% | -13.7% | +31.4% | +19.9% |
| YTD | +46.6% | +2.8% | +43.8% | +44.6% |
| 1Y | +44.6% | +24.8% | +19.8% | +37.9% |
| 3Y | +20.7% | +127.8% | -107.1% | +2.3% |
| 5Y | +185.0% | +141.1% | +43.9% | +138.6% |
| All | +161.6% | +248.1% | -86.5% | +139.9% |
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