+88.5%
COPX vs GGLL
+70.5%
+18.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +5.8% | +1.9% | +3.9% | +5.3% |
| 30D | +7.2% | -9.7% | +17.0% | +9.5% |
| 3M | +16.5% | -18.0% | +34.5% | +20.7% |
| 6M | +18.4% | +15.3% | +3.2% | +9.6% |
| YTD | +31.9% | +2.2% | +29.7% | +24.0% |
| 1Y | +88.5% | +73.1% | +15.4% | +59.2% |
| All | +88.5% | +70.5% | +18.0% | +59.2% |
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