-7.9%
IAU vs COO
-13.9%
+6.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | -7.0% | +13.9% | -20.9% | -7.7% |
| 3M | -12.3% | -18.9% | +6.7% | -11.2% |
| 6M | -17.9% | +3.7% | -21.7% | -18.7% |
| YTD | -10.3% | -24.1% | +13.8% | -7.8% |
| 1Y | -7.9% | -14.2% | +6.3% | -5.8% |
| All | -7.9% | -13.9% | +6.0% | -5.8% |
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