+206.1%
GLD vs COO
+41.1%
+165.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +0.5% | -5.0% | -4.6% |
| 30D | -5.5% | +14.2% | -19.6% | -6.2% |
| 3M | -10.9% | -18.2% | +7.3% | -10.0% |
| 6M | -17.4% | +5.3% | -22.8% | -17.9% |
| YTD | -10.3% | -23.6% | +13.3% | -9.1% |
| 1Y | -7.2% | -12.7% | +5.5% | -6.6% |
| 3Y | +96.9% | -24.2% | +121.1% | +99.0% |
| 5Y | +103.8% | -40.0% | +143.7% | +105.3% |
| All | +206.1% | +41.1% | +165.0% | +196.9% |
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