+85.7%
COPX vs GGLL
+80.0%
+5.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -4.0% | -4.8% | +0.8% | -3.0% |
| 30D | +4.5% | -13.7% | +18.2% | +7.8% |
| 3M | +0.8% | -21.9% | +22.7% | +5.9% |
| 6M | +3.2% | +11.7% | -8.5% | -3.9% |
| YTD | +26.7% | +2.3% | +24.4% | +19.1% |
| 1Y | +85.7% | +76.2% | +9.5% | +56.2% |
| All | +85.7% | +80.0% | +5.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling