+3,396.8%
COST vs IAU
+752.8%
+2,644.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | -4.6% | +9.6% | +5.0% |
| 30D | +12.8% | -5.4% | +18.3% | +12.8% |
| 3M | +15.2% | -10.9% | +26.1% | +15.2% |
| 6M | +7.4% | -17.4% | +24.8% | +7.5% |
| YTD | +29.0% | -10.2% | +39.2% | +29.0% |
| 1Y | +20.3% | -7.1% | +27.3% | +20.3% |
| 3Y | +99.0% | +97.7% | +1.3% | +98.2% |
| 5Y | +125.7% | +105.3% | +20.4% | +124.5% |
| 10Y | +775.3% | +208.0% | +567.3% | +786.4% |
| All | +3,396.8% | +752.8% | +2,644.0% | +3,735.8% |
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