+606.1%
COST vs IAU
+220.2%
+385.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -1.0% |
| 30D | -4.7% | -1.5% | -3.2% | -4.6% |
| 3M | -7.1% | +3.3% | -10.4% | -7.4% |
| 6M | -8.5% | -16.2% | +7.7% | -7.0% |
| YTD | +5.4% | +0.7% | +4.7% | +4.7% |
| 1Y | -5.6% | +19.2% | -24.9% | -8.4% |
| 3Y | +68.5% | +124.4% | -55.9% | +48.7% |
| 5Y | +105.2% | +140.0% | -34.8% | +78.1% |
| All | +606.1% | +220.2% | +385.9% | +513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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