+385.9%
COST vs GLDM
+248.1%
+137.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -5.7% | -1.1% | -4.6% | -5.6% |
| 6M | -8.8% | -13.7% | +4.9% | -7.4% |
| YTD | +6.7% | +2.8% | +3.9% | +5.7% |
| 1Y | -3.6% | +24.8% | -28.5% | -7.3% |
| 3Y | +75.1% | +127.8% | -52.7% | +52.3% |
| 5Y | +108.9% | +141.1% | -32.2% | +78.4% |
| All | +385.9% | +248.1% | +137.8% | +332.7% |
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