+118.6%
GLD vs KO
+95.1%
+23.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +1.7% | +3.0% | +4.6% |
| 30D | -0.9% | +11.5% | -12.4% | -1.4% |
| 3M | -4.4% | +10.8% | -15.2% | -4.8% |
| 6M | -13.6% | +22.3% | -35.8% | -14.4% |
| YTD | -6.0% | +39.5% | -45.5% | -7.9% |
| 1Y | +1.8% | +42.2% | -40.5% | -0.5% |
| 3Y | +103.2% | +83.1% | +20.1% | +93.4% |
| All | +118.6% | +95.1% | +23.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling