+103.4%
GLD vs COP
+132.2%
-28.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | -5.5% | +3.4% | -8.9% | -5.6% |
| 30D | -7.0% | -0.6% | -6.4% | -7.1% |
| 3M | -12.4% | +10.8% | -23.1% | -12.8% |
| 6M | -18.0% | +19.6% | -37.6% | -18.8% |
| YTD | -10.5% | +52.9% | -63.4% | -13.1% |
| 1Y | -8.1% | +62.2% | -70.3% | -11.2% |
| 3Y | +97.7% | +32.4% | +65.3% | +93.0% |
| 5Y | +103.4% | +129.7% | -26.3% | +93.2% |
| All | +103.4% | +132.2% | -28.8% | +93.2% |
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 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