+205.0%
GLD vs COO
+41.2%
+163.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +4.7% | 0.0% | +4.4% |
| 30D | -0.9% | +13.9% | -14.8% | -1.7% |
| 3M | -4.4% | -14.9% | +10.5% | -3.6% |
| 6M | -13.6% | +2.0% | -15.6% | -13.9% |
| YTD | -6.0% | -23.9% | +17.9% | -4.7% |
| 1Y | +1.8% | -9.6% | +11.4% | +2.1% |
| 3Y | +103.2% | -25.4% | +128.6% | +105.5% |
| 5Y | +119.3% | -41.2% | +160.5% | +121.2% |
| All | +205.0% | +41.2% | +163.8% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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