+179.1%
COPX vs GGLL
+195.8%
-16.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.1% |
| 7D | +3.3% | +6.3% | -3.0% | +2.1% |
| 30D | -12.2% | -35.1% | +22.9% | -4.8% |
| 3M | -14.5% | -37.7% | +23.2% | -6.8% |
| 6M | -12.2% | -54.1% | +41.9% | +0.9% |
| YTD | +5.2% | -29.4% | +34.6% | +8.8% |
| 1Y | +27.0% | -13.4% | +40.4% | +25.3% |
| 3Y | +149.1% | +158.3% | -9.2% | +86.7% |
| All | +179.1% | +195.8% | -16.7% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling