+876.7%
IAU vs COO
+271.3%
+605.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -7.0% | +11.4% | +4.5% |
| 3M | -1.1% | +12.2% | -13.3% | -1.2% |
| 6M | -13.7% | -15.1% | +1.4% | -13.6% |
| YTD | +2.7% | -15.1% | +17.8% | +2.9% |
| 1Y | +24.6% | +2.3% | +22.3% | +24.6% |
| 3Y | +126.8% | -23.7% | +150.5% | +127.2% |
| 5Y | +139.5% | -38.9% | +178.4% | +139.0% |
| 10Y | +226.3% | +49.9% | +176.3% | +229.7% |
| All | +876.7% | +271.3% | +605.4% | +895.3% |
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