+208.4%
GLD vs COST
+756.8%
-548.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +4.6% | -1.8% | +2.6% |
| 30D | -4.0% | +12.8% | -16.7% | -4.5% |
| 3M | -8.2% | +12.1% | -20.3% | -8.7% |
| 6M | -14.8% | +6.0% | -20.9% | -15.1% |
| YTD | -6.8% | +24.4% | -31.2% | -7.9% |
| 1Y | -2.4% | +17.1% | -19.5% | -3.2% |
| 3Y | +105.8% | +92.2% | +13.6% | +98.1% |
| 5Y | +113.3% | +122.5% | -9.2% | +102.8% |
| 10Y | +208.4% | +758.9% | -550.5% | +186.3% |
| All | +208.4% | +756.8% | -548.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling