+816.6%
GLD vs COF
+285.2%
+531.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +1.8% | -2.3% | -0.5% |
| 30D | +4.4% | -0.6% | +5.0% | +4.4% |
| 3M | -1.1% | +20.3% | -21.4% | -0.9% |
| 6M | -13.8% | +13.0% | -26.8% | -13.7% |
| YTD | +2.6% | -8.3% | +11.0% | +2.5% |
| 1Y | +24.5% | -1.5% | +26.0% | +24.5% |
| 3Y | +125.8% | +122.3% | +3.6% | +128.1% |
| 5Y | +137.8% | +52.5% | +85.3% | +139.3% |
| 10Y | +221.4% | +264.9% | -43.5% | +228.0% |
| All | +816.6% | +285.2% | +531.4% | +876.6% |
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