+816.6%
GLD vs COST
+2,711.4%
-1,894.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.1% | +2.6% | -0.5% |
| 30D | +4.4% | -2.8% | +7.2% | +4.4% |
| 3M | -1.1% | -5.7% | +4.6% | -1.1% |
| 6M | -13.8% | -8.8% | -5.0% | -13.8% |
| YTD | +2.6% | +6.7% | -4.0% | +2.6% |
| 1Y | +24.5% | -3.6% | +28.2% | +24.5% |
| 3Y | +125.8% | +75.1% | +50.8% | +125.7% |
| 5Y | +137.8% | +108.9% | +28.9% | +137.8% |
| 10Y | +221.4% | +586.2% | -364.8% | +231.4% |
| All | +816.6% | +2,711.4% | -1,894.8% | +884.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling