+722.8%
GLD vs COF
+245.7%
+477.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.1% |
| 7D | -2.0% | -4.5% | +2.5% | -2.0% |
| 30D | -4.4% | -2.0% | -2.4% | -4.5% |
| 3M | -8.9% | -9.7% | +0.8% | -9.0% |
| 6M | -16.0% | +8.0% | -24.0% | -15.9% |
| YTD | -7.9% | -17.7% | +9.9% | -8.0% |
| 1Y | -3.9% | -9.3% | +5.5% | -4.0% |
| 3Y | +103.4% | +96.3% | +7.1% | +105.2% |
| 5Y | +109.7% | +37.0% | +72.8% | +110.8% |
| 10Y | +211.8% | +188.1% | +23.7% | +217.5% |
| All | +722.8% | +245.7% | +477.1% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling