+118.3%
COP vs GTLB
-50.0%
+168.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.8% |
| 7D | -0.8% | +4.6% | -5.4% | -1.1% |
| 30D | +15.6% | +21.0% | -5.4% | +14.5% |
| 3M | +14.3% | +51.7% | -37.4% | +12.0% |
| 6M | +17.0% | +89.3% | -72.3% | +13.1% |
| YTD | +47.4% | +25.6% | +21.8% | +45.1% |
| 1Y | +52.4% | -1.5% | +53.9% | +51.6% |
| 3Y | +20.8% | -9.9% | +30.8% | +18.9% |
| All | +118.3% | -50.0% | +168.3% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling