+113.3%
GLD vs COO
-41.3%
+154.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +2.8% | +4.5% | -1.7% | +2.4% |
| 30D | -4.0% | +16.9% | -20.9% | -5.3% |
| 3M | -8.2% | -16.7% | +8.5% | -6.9% |
| 6M | -14.8% | +5.9% | -20.8% | -15.6% |
| YTD | -6.8% | -22.4% | +15.6% | -4.9% |
| 1Y | -2.4% | -10.1% | +7.7% | -1.8% |
| 3Y | +105.8% | -22.8% | +128.5% | +108.6% |
| 5Y | +113.3% | -41.4% | +154.7% | +109.8% |
| All | +113.3% | -41.3% | +154.6% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling