+732.3%
GLD vs KO
+826.1%
-93.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +2.8% | +2.2% | +0.6% | +2.7% |
| 30D | -4.0% | +10.1% | -14.0% | -4.3% |
| 3M | -8.2% | +12.2% | -20.5% | -8.6% |
| 6M | -14.8% | +25.1% | -40.0% | -15.6% |
| YTD | -6.8% | +41.3% | -48.1% | -8.1% |
| 1Y | -2.4% | +41.1% | -43.5% | -3.7% |
| 3Y | +105.8% | +86.3% | +19.5% | +100.5% |
| 5Y | +113.3% | +97.8% | +15.5% | +107.3% |
| 10Y | +208.4% | +222.7% | -14.3% | +195.0% |
| All | +732.3% | +826.1% | -93.8% | +639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling