+217.1%
GLD vs COO
+48.2%
+168.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +4.4% | -7.0% | +11.4% | +4.8% |
| 3M | -1.1% | +12.2% | -13.3% | -1.9% |
| 6M | -13.8% | -15.1% | +1.3% | -13.0% |
| YTD | +2.6% | -15.1% | +17.7% | +3.5% |
| 1Y | +24.5% | +2.3% | +22.2% | +24.2% |
| 3Y | +125.8% | -23.7% | +149.5% | +128.0% |
| 5Y | +137.8% | -38.9% | +176.7% | +138.9% |
| All | +217.1% | +48.2% | +168.9% | +206.6% |
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