+130.6%
COPX vs GPC
+7.2%
+123.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.9% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | -15.0% | -1.8% | -13.2% | -14.7% |
| 3M | -18.6% | -6.6% | -12.0% | -17.0% |
| 6M | -14.9% | +21.3% | -36.3% | -21.3% |
| YTD | +1.8% | +4.3% | -2.4% | -1.9% |
| 1Y | +19.7% | +3.3% | +16.4% | +15.6% |
| 3Y | +140.9% | +0.8% | +140.1% | +125.4% |
| 5Y | +130.6% | +7.4% | +123.2% | +99.5% |
| All | +130.6% | +7.2% | +123.4% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling