+565.2%
COPX vs GFI
+1,066.8%
-501.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -2.3% | -4.9% | +2.5% | -1.2% |
| 30D | +0.3% | +10.7% | -10.5% | -2.0% |
| 3M | +6.8% | +25.6% | -18.8% | +1.3% |
| 6M | +7.9% | -8.3% | +16.2% | +9.6% |
| YTD | +23.7% | +6.3% | +17.4% | +22.2% |
| 1Y | +71.5% | +22.1% | +49.5% | +64.2% |
| 3Y | +149.1% | +289.2% | -140.1% | +88.6% |
| 5Y | +167.3% | +531.7% | -364.3% | +84.2% |
| All | +565.2% | +1,066.8% | -501.6% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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