-2.4%
GLD vs COST
+16.7%
-19.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +4.6% | -1.8% | +3.1% |
| 30D | -4.0% | +12.8% | -16.7% | -3.1% |
| 3M | -8.2% | +12.1% | -20.3% | -7.4% |
| 6M | -14.8% | +6.0% | -20.9% | -14.1% |
| YTD | -6.8% | +24.4% | -31.2% | -8.6% |
| 1Y | -2.4% | +17.1% | -19.5% | -4.4% |
| All | -2.4% | +16.7% | -19.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling