+218.2%
GLD vs COST
+600.2%
-382.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +0.2% | -5.3% | +5.5% | +0.4% |
| 3M | +3.2% | -6.7% | +9.9% | +3.5% |
| 6M | -14.6% | -9.9% | -4.7% | -14.3% |
| YTD | +1.8% | +5.1% | -3.4% | +1.3% |
| 1Y | +20.7% | -7.3% | +28.0% | +21.0% |
| 3Y | +126.5% | +70.4% | +56.1% | +119.2% |
| 5Y | +140.0% | +104.4% | +35.6% | +129.1% |
| 10Y | +218.2% | +609.0% | -390.8% | +204.5% |
| All | +218.2% | +600.2% | -382.0% | +204.5% |
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