+696.6%
COP vs IAU
+786.3%
-89.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.4% |
| 7D | -6.1% | +2.8% | -8.9% | -6.7% |
| 30D | +1.1% | -4.0% | +5.1% | +1.8% |
| 3M | +10.9% | -8.2% | +19.1% | +12.6% |
| 6M | +20.8% | -14.8% | +35.5% | +24.3% |
| YTD | +48.0% | -6.7% | +54.7% | +47.8% |
| 1Y | +58.5% | -2.2% | +60.8% | +56.4% |
| 3Y | +28.1% | +106.7% | -78.6% | +3.7% |
| 5Y | +120.5% | +114.8% | +5.6% | +76.4% |
| 10Y | +310.1% | +213.0% | +97.2% | +193.5% |
| All | +696.6% | +786.3% | -89.6% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling