+142.5%
GLD vs COP
+186.8%
-44.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.4% | +17.5% | -13.1% | +3.7% |
| 3M | -1.1% | +13.4% | -14.5% | -1.6% |
| 6M | -13.8% | +17.7% | -31.5% | -14.7% |
| YTD | +2.6% | +46.6% | -43.9% | 0.0% |
| 1Y | +24.5% | +44.6% | -20.1% | +21.3% |
| 3Y | +125.8% | +20.7% | +105.2% | +122.0% |
| All | +142.5% | +186.8% | -44.3% | +136.3% |
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