+126.5%
COP vs GTLB
-49.8%
+176.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +3.4% | -3.5% | +6.9% | +3.6% |
| 30D | -0.6% | -9.0% | +8.4% | -0.2% |
| 3M | +10.8% | +15.9% | -5.1% | +9.9% |
| 6M | +19.6% | +104.9% | -85.2% | +15.3% |
| YTD | +52.9% | +26.0% | +26.9% | +50.4% |
| 1Y | +62.2% | +1.8% | +60.4% | +61.1% |
| 3Y | +32.4% | +6.0% | +26.4% | +29.3% |
| 5Y | +129.7% | -62.2% | +191.9% | +121.7% |
| All | +126.5% | -49.8% | +176.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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