+60.7%
COP vs IAU
+2.6%
+58.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.8% | -4.6% |
| 7D | -8.1% | -0.3% | -7.9% | -8.0% |
| 30D | +6.7% | -1.9% | +8.5% | +6.7% |
| 3M | +16.9% | -0.4% | +17.3% | +17.3% |
| 6M | +11.2% | -10.1% | +21.3% | +10.8% |
| YTD | +49.5% | -5.9% | +55.4% | +44.0% |
| 1Y | +60.7% | +2.9% | +57.8% | +49.3% |
| All | +60.7% | +2.6% | +58.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling