-13.6%
GLD vs COST
+4.5%
-18.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.0% |
| 7D | +4.7% | +4.1% | +0.6% | +5.5% |
| 30D | -0.9% | +12.0% | -12.9% | +1.7% |
| 3M | -4.4% | +11.2% | -15.6% | -2.2% |
| 6M | -13.6% | +6.1% | -19.7% | -12.3% |
| All | -13.6% | +4.5% | -18.1% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling