+205.6%
GLD vs COF
+183.0%
+22.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.8% |
| 7D | -5.5% | -5.0% | -0.5% | -5.5% |
| 30D | -7.0% | -2.3% | -4.8% | -7.0% |
| 3M | -12.4% | -12.7% | +0.3% | -12.4% |
| 6M | -18.0% | +6.2% | -24.2% | -18.0% |
| YTD | -10.5% | -19.2% | +8.7% | -10.6% |
| 1Y | -8.1% | -11.5% | +3.4% | -8.2% |
| 3Y | +97.7% | +92.8% | +4.9% | +98.9% |
| 5Y | +103.4% | +34.3% | +69.1% | +103.5% |
| All | +205.6% | +183.0% | +22.6% | +212.3% |
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