+118.6%
GLD vs COP
+113.7%
+4.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | -11.5% | +16.2% | +5.1% |
| 30D | -0.9% | +5.0% | -5.8% | -1.2% |
| 3M | -4.4% | +17.5% | -21.9% | -5.2% |
| 6M | -13.6% | +16.2% | -29.8% | -14.3% |
| YTD | -6.0% | +48.8% | -54.8% | -8.7% |
| 1Y | +1.8% | +64.1% | -62.3% | -1.8% |
| 3Y | +103.2% | +25.7% | +77.5% | +98.9% |
| All | +118.6% | +113.7% | +4.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling