+746.1%
GLD vs COO
+269.1%
+477.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | +1.9% | +5.3% | -3.4% | +1.8% |
| 30D | -1.8% | +12.5% | -14.3% | -1.9% |
| 3M | -3.6% | -15.1% | +11.5% | -3.5% |
| 6M | -10.2% | +3.7% | -13.9% | -10.3% |
| YTD | -5.3% | -22.5% | +17.3% | -5.0% |
| 1Y | +2.5% | -7.8% | +10.2% | +2.5% |
| 3Y | +103.2% | -24.1% | +127.3% | +103.7% |
| 5Y | +121.1% | -40.1% | +161.2% | +121.0% |
| 10Y | +201.9% | +44.7% | +157.2% | +205.4% |
| All | +746.1% | +269.1% | +477.0% | +752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling