+459.9%
COST vs GLDM
+219.1%
+240.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +4.1% | +4.7% | -0.6% | +3.7% |
| 30D | +12.0% | -0.9% | +12.8% | +12.0% |
| 3M | +11.2% | -4.3% | +15.5% | +11.4% |
| 6M | +6.1% | -13.4% | +19.5% | +7.4% |
| YTD | +22.9% | -5.8% | +28.7% | +22.5% |
| 1Y | +14.7% | +2.1% | +12.7% | +13.2% |
| 3Y | +92.3% | +105.0% | -12.7% | +68.9% |
| 5Y | +116.6% | +122.5% | -5.9% | +86.0% |
| All | +459.9% | +219.1% | +240.8% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling