+130.0%
COP vs GTLB
-49.4%
+179.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | +4.4% | -0.7% | +5.2% | +4.4% |
| 30D | 0.0% | -10.2% | +10.2% | +0.4% |
| 3M | +15.0% | +10.1% | +4.9% | +14.4% |
| 6M | +22.0% | +116.5% | -94.5% | +17.3% |
| YTD | +55.3% | +27.2% | +28.2% | +52.7% |
| 1Y | +64.1% | +8.6% | +55.6% | +62.5% |
| 3Y | +34.1% | +5.6% | +28.5% | +31.0% |
| 5Y | +133.4% | -61.8% | +195.2% | +125.1% |
| All | +130.0% | -49.4% | +179.4% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling