+173.1%
COPX vs GPC
-2.2%
+175.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.8% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | +7.2% | -0.4% | +7.6% | +7.2% |
| 3M | +16.5% | +39.2% | -22.7% | +5.4% |
| 6M | +18.4% | +18.2% | +0.2% | +11.6% |
| YTD | +31.9% | +12.1% | +19.8% | +25.4% |
| 1Y | +88.5% | -0.7% | +89.2% | +84.6% |
| 3Y | +173.1% | -1.7% | +174.8% | +157.4% |
| All | +173.1% | -2.2% | +175.3% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling