+74.9%
COST vs GLDM
+128.8%
-53.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -2.8% | +4.4% | -7.2% | -2.8% |
| 3M | -5.7% | -1.1% | -4.6% | -5.5% |
| 6M | -8.8% | -13.7% | +4.9% | -8.1% |
| YTD | +6.7% | +2.8% | +3.9% | +6.4% |
| 1Y | -3.6% | +24.8% | -28.5% | -5.3% |
| All | +74.9% | +128.8% | -53.8% | +68.1% |
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