+565.2%
COPX vs GAP
+31.2%
+534.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | -2.3% | -4.1% | +1.8% | -1.5% |
| 30D | +0.3% | +6.2% | -6.0% | -1.4% |
| 3M | +6.8% | -0.7% | +7.5% | +6.4% |
| 6M | +7.9% | -7.1% | +15.1% | +8.5% |
| YTD | +23.7% | -14.1% | +37.8% | +25.7% |
| 1Y | +71.5% | -8.5% | +80.0% | +71.1% |
| 3Y | +149.1% | +115.4% | +33.7% | +89.4% |
| 5Y | +167.3% | +9.8% | +157.5% | +123.7% |
| All | +565.2% | +31.2% | +534.0% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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