+205.0%
GLD vs COP
+324.3%
-119.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | -11.5% | +16.2% | +4.9% |
| 30D | -0.9% | +5.0% | -5.8% | -1.0% |
| 3M | -4.4% | +17.5% | -21.9% | -4.7% |
| 6M | -13.6% | +16.2% | -29.8% | -13.8% |
| YTD | -6.0% | +48.8% | -54.8% | -6.9% |
| 1Y | +1.8% | +64.1% | -62.3% | +0.5% |
| 3Y | +103.2% | +25.7% | +77.5% | +101.5% |
| 5Y | +119.3% | +114.4% | +5.0% | +116.7% |
| All | +205.0% | +324.3% | -119.4% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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