+61.6%
AG vs COPX
+583.8%
-522.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -6.7% | -2.3% | -4.4% | -5.1% |
| 30D | +2.2% | +0.3% | +1.9% | +1.8% |
| 3M | +15.7% | +6.8% | +8.9% | +10.1% |
| 6M | -23.8% | +7.9% | -31.7% | -27.1% |
| YTD | +17.6% | +23.7% | -6.1% | +3.4% |
| 1Y | +88.6% | +71.5% | +17.1% | +30.8% |
| 3Y | +253.4% | +149.1% | +104.3% | +90.4% |
| 5Y | +62.4% | +167.3% | -104.9% | -16.9% |
| All | +61.6% | +583.8% | -522.2% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling