+776.9%
IAU vs COO
+235.7%
+541.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -4.4% | +13.3% | -17.7% | -4.6% |
| 3M | -8.9% | -18.1% | +9.2% | -8.7% |
| 6M | -15.9% | +6.7% | -22.6% | -16.0% |
| YTD | -7.8% | -23.2% | +15.5% | -7.5% |
| 1Y | -3.8% | -12.3% | +8.5% | -3.7% |
| 3Y | +104.3% | -23.6% | +127.9% | +104.8% |
| 5Y | +111.2% | -38.7% | +149.9% | +111.1% |
| 10Y | +216.4% | +42.2% | +174.2% | +220.3% |
| All | +776.9% | +235.7% | +541.2% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling