+191.7%
COP vs IAU
+139.7%
+52.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -0.8% | +0.7% | -1.6% | -0.9% |
| 30D | +15.6% | +0.3% | +15.3% | +15.5% |
| 3M | +14.3% | +0.7% | +13.6% | +14.2% |
| 6M | +17.0% | -15.5% | +32.5% | +20.8% |
| YTD | +47.4% | +1.0% | +46.5% | +43.9% |
| 1Y | +52.4% | +19.6% | +32.8% | +40.8% |
| 3Y | +20.8% | +125.4% | -104.6% | -16.1% |
| 5Y | +191.7% | +140.7% | +50.9% | +100.7% |
| All | +191.7% | +139.7% | +52.0% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling