+104.6%
GLD vs COP
+28.2%
+76.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.7% |
| 7D | +2.8% | -6.1% | +8.9% | +2.7% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | -8.2% | +10.9% | -19.2% | -8.3% |
| 6M | -14.8% | +20.8% | -35.6% | -15.0% |
| YTD | -6.8% | +48.0% | -54.8% | -8.7% |
| 1Y | -2.4% | +58.5% | -60.9% | -4.8% |
| All | +104.6% | +28.2% | +76.4% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling