+2,790.5%
COST vs IAU
+875.8%
+1,914.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -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% | -5.6% |
| 6M | -8.8% | -13.7% | +5.0% | -8.7% |
| YTD | +6.7% | +2.7% | +3.9% | +6.7% |
| 1Y | -3.6% | +24.6% | -28.3% | -3.8% |
| 3Y | +75.1% | +126.8% | -51.8% | +74.4% |
| 5Y | +108.9% | +139.5% | -30.6% | +107.9% |
| 10Y | +586.2% | +226.3% | +359.9% | +592.5% |
| All | +2,790.5% | +875.8% | +1,914.7% | +3,070.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling