+816.6%
GLD vs COP
+727.7%
+88.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.7% |
| 30D | +4.4% | +17.5% | -13.1% | +3.4% |
| 3M | -1.1% | +13.4% | -14.5% | -1.9% |
| 6M | -13.8% | +17.7% | -31.5% | -14.9% |
| YTD | +2.6% | +46.6% | -43.9% | -0.1% |
| 1Y | +24.5% | +44.6% | -20.1% | +21.2% |
| 3Y | +125.8% | +20.7% | +105.2% | +121.4% |
| 5Y | +137.8% | +185.0% | -47.3% | +118.9% |
| 10Y | +221.4% | +347.0% | -125.6% | +174.3% |
| All | +816.6% | +727.7% | +88.9% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling