+688.8%
COP vs IAU
+875.8%
-187.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +17.5% | +4.4% | +13.1% | +16.3% |
| 3M | +13.4% | -1.1% | +14.4% | +13.3% |
| 6M | +17.7% | -13.7% | +31.5% | +20.9% |
| YTD | +46.6% | +2.7% | +43.9% | +43.8% |
| 1Y | +44.6% | +24.6% | +20.0% | +34.9% |
| 3Y | +20.7% | +126.8% | -106.2% | -4.0% |
| 5Y | +185.0% | +139.5% | +45.6% | +123.2% |
| 10Y | +347.0% | +226.3% | +120.7% | +218.9% |
| All | +688.8% | +875.8% | -187.0% | +202.3% |
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 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