+64.1%
COP vs IAU
-8.1%
+72.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | -4.6% | +9.0% | +3.7% |
| 30D | 0.0% | -5.4% | +5.4% | -0.6% |
| 3M | +15.0% | -10.9% | +25.9% | +13.7% |
| 6M | +22.0% | -17.4% | +39.4% | +20.5% |
| YTD | +55.3% | -10.2% | +65.6% | +48.5% |
| 1Y | +64.1% | -7.1% | +71.2% | +51.9% |
| All | +64.1% | -8.1% | +72.2% | +51.9% |
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