+2.8%
GLD vs KO
+43.6%
-40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.8% |
| 7D | -0.3% | +4.4% | -4.7% | +0.2% |
| 30D | -1.9% | +10.7% | -12.6% | -0.9% |
| 3M | -0.4% | +11.3% | -11.8% | +0.8% |
| 6M | -10.2% | +24.0% | -34.2% | -8.1% |
| YTD | -6.0% | +39.7% | -45.7% | -3.4% |
| 1Y | +2.8% | +43.2% | -40.4% | +5.5% |
| All | +2.8% | +43.6% | -40.8% | +5.5% |
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