+619.4%
COPX vs GPC
+83.6%
+535.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.5% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +6.4% | +1.3% | +5.1% | +5.6% |
| 3M | +19.3% | +37.1% | -17.8% | +0.9% |
| 6M | +16.2% | +23.2% | -7.0% | +3.5% |
| YTD | +33.2% | +13.1% | +20.1% | +22.2% |
| 1Y | +90.2% | +0.9% | +89.4% | +84.3% |
| 3Y | +175.7% | -0.8% | +176.5% | +156.9% |
| 5Y | +193.1% | +31.1% | +162.0% | +125.0% |
| 10Y | +619.4% | +87.4% | +532.0% | +321.0% |
| All | +619.4% | +83.6% | +535.8% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling