+816.6%
GLD vs COO
+304.4%
+512.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -7.0% | +11.4% | +4.5% |
| 3M | -1.1% | +12.2% | -13.3% | -1.2% |
| 6M | -13.8% | -15.1% | +1.3% | -13.6% |
| YTD | +2.6% | -15.1% | +17.7% | +2.8% |
| 1Y | +24.5% | +2.3% | +22.2% | +24.5% |
| 3Y | +125.8% | -23.7% | +149.5% | +126.2% |
| 5Y | +137.8% | -38.9% | +176.7% | +137.3% |
| 10Y | +221.4% | +49.9% | +171.4% | +224.6% |
| All | +816.6% | +304.4% | +512.2% | +823.2% |
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