+466.6%
COST vs GLDM
+225.0%
+241.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +2.5% | +5.0% | -2.5% | +2.1% |
| 30D | +12.8% | -1.3% | +14.1% | +12.8% |
| 3M | +12.7% | -4.7% | +17.4% | +13.0% |
| 6M | +6.0% | -12.4% | +18.4% | +7.2% |
| YTD | +24.4% | -4.1% | +28.4% | +23.8% |
| 1Y | +16.2% | +3.3% | +12.9% | +14.6% |
| 3Y | +96.9% | +110.9% | -14.1% | +72.4% |
| 5Y | +121.1% | +124.8% | -3.7% | +89.8% |
| All | +466.6% | +225.0% | +241.5% | +407.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling