+95.7%
COST vs GLDM
+105.4%
-9.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | +3.9% | -2.0% | +5.9% | +4.0% |
| 30D | +13.5% | -4.4% | +18.0% | +13.5% |
| 3M | +15.3% | -8.8% | +24.2% | +15.4% |
| 6M | +9.2% | -15.9% | +25.0% | +9.7% |
| YTD | +26.9% | -7.7% | +34.6% | +26.4% |
| 1Y | +19.7% | -3.6% | +23.3% | +19.0% |
| All | +95.7% | +105.4% | -9.7% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling