+173.8%
COPX vs FGI
-69.8%
+243.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +4.1% |
| 7D | +5.8% | +5.2% | +0.6% | +5.7% |
| 30D | +7.2% | +65.2% | -58.0% | +6.3% |
| 3M | +16.5% | +30.2% | -13.7% | +15.7% |
| 6M | +18.4% | +87.8% | -69.4% | +15.6% |
| YTD | +31.9% | +32.5% | -0.5% | +29.4% |
| 1Y | +88.5% | +93.6% | -5.1% | +82.1% |
| 3Y | +173.1% | -2.6% | +175.7% | +167.0% |
| All | +173.8% | -69.8% | +243.6% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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