+24.5%
GLD vs KO
+31.0%
-6.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.0% |
| 7D | -0.5% | -1.8% | +1.3% | -0.9% |
| 30D | +4.4% | +1.4% | +3.0% | +4.8% |
| 3M | -1.1% | +15.4% | -16.5% | +2.2% |
| 6M | -13.8% | +14.3% | -28.1% | -11.4% |
| YTD | +2.6% | +27.7% | -25.0% | +9.8% |
| 1Y | +24.5% | +32.7% | -8.2% | +38.4% |
| All | +24.5% | +31.0% | -6.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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