+206.1%
GLD vs COF
+185.2%
+21.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.6% | -3.4% | -1.2% | -4.6% |
| 30D | -5.5% | +0.4% | -5.8% | -5.5% |
| 3M | -10.9% | -12.5% | +1.6% | -11.0% |
| 6M | -17.4% | +8.3% | -25.7% | -17.4% |
| YTD | -10.3% | -18.6% | +8.3% | -10.5% |
| 1Y | -7.2% | -8.6% | +1.5% | -7.2% |
| 3Y | +96.9% | +94.7% | +2.2% | +98.1% |
| 5Y | +103.8% | +35.3% | +68.4% | +103.8% |
| All | +206.1% | +185.2% | +21.0% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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