-7.2%
GLD vs KO
+42.7%
-49.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.4% |
| 7D | -4.6% | +3.7% | -8.3% | -4.2% |
| 30D | -5.5% | +8.1% | -13.6% | -4.6% |
| 3M | -10.9% | +14.2% | -25.1% | -9.5% |
| 6M | -17.4% | +25.2% | -42.6% | -14.8% |
| YTD | -10.3% | +44.7% | -55.0% | -7.3% |
| 1Y | -7.2% | +43.4% | -50.5% | -4.0% |
| All | -7.2% | +42.7% | -49.8% | -4.0% |
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