+190.5%
COPX vs GAP
+45.4%
+145.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -4.0% | -4.5% | +0.5% | -2.9% |
| 30D | +4.5% | +9.0% | -4.5% | +1.9% |
| 3M | +0.8% | +5.0% | -4.2% | -0.9% |
| 6M | +3.2% | -17.8% | +21.0% | +6.7% |
| YTD | +26.7% | -10.4% | +37.1% | +27.7% |
| 1Y | +85.7% | -3.4% | +89.1% | +82.7% |
| 3Y | +151.2% | +111.5% | +39.7% | +84.3% |
| 5Y | +170.0% | +8.8% | +161.2% | +120.7% |
| 10Y | +572.9% | +32.9% | +540.0% | +317.2% |
| All | +190.5% | +45.4% | +145.1% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling