+24.5%
COP vs GTLB
-12.2%
+36.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -0.5% | -6.6% | +6.1% | -0.3% |
| 30D | +11.7% | +13.7% | -2.0% | +11.1% |
| 3M | +17.7% | +52.9% | -35.2% | +15.8% |
| 6M | +18.3% | +88.5% | -70.2% | +14.9% |
| YTD | +49.1% | +23.4% | +25.6% | +47.5% |
| 1Y | +53.3% | -3.8% | +57.1% | +53.4% |
| All | +24.5% | -12.2% | +36.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling