+218.2%
GLD vs KO
+175.5%
+42.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.2% | +0.8% | -0.6% | +0.2% |
| 3M | +3.2% | +8.3% | -5.1% | +2.7% |
| 6M | -14.6% | +14.0% | -28.7% | -15.4% |
| YTD | +1.8% | +26.9% | -25.1% | +0.2% |
| 1Y | +20.7% | +32.7% | -11.9% | +18.4% |
| 3Y | +126.5% | +63.9% | +62.6% | +118.7% |
| 5Y | +140.0% | +81.7% | +58.3% | +130.1% |
| 10Y | +218.2% | +183.0% | +35.2% | +192.2% |
| All | +218.2% | +175.5% | +42.8% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling