+32.2%
COPX vs GPC
+6.5%
+25.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | -3.0% | +4.1% | -7.1% | -3.8% |
| 30D | -13.6% | +0.1% | -13.8% | -13.8% |
| 3M | -11.2% | -3.9% | -7.3% | -10.6% |
| 6M | -2.4% | +24.4% | -26.8% | -11.0% |
| YTD | +4.2% | +5.7% | -1.5% | -3.2% |
| 1Y | +32.2% | +6.8% | +25.4% | +23.9% |
| All | +32.2% | +6.5% | +25.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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