+20.9%
IAU vs COO
-7.1%
+27.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +1.5% |
| 7D | +0.2% | -9.0% | +9.1% | +1.0% |
| 30D | +0.2% | -16.8% | +17.0% | +1.9% |
| 3M | +3.3% | -7.5% | +10.8% | +3.9% |
| 6M | -14.6% | -16.3% | +1.7% | -12.3% |
| YTD | +1.9% | -22.5% | +24.4% | +5.7% |
| 1Y | +20.9% | -7.0% | +27.9% | +22.6% |
| All | +20.9% | -7.1% | +27.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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