+68.1%
COST vs IAU
+126.4%
-58.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -5.3% | +0.2% | -5.5% | -5.3% |
| 3M | -6.7% | +3.3% | -9.9% | -6.6% |
| 6M | -9.9% | -14.6% | +4.6% | -9.3% |
| YTD | +5.1% | +1.9% | +3.3% | +4.8% |
| 1Y | -7.3% | +20.9% | -28.2% | -8.7% |
| All | +68.1% | +126.4% | -58.3% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling