+190.5%
COPX vs GPC
+422.7%
-232.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.3% |
| 7D | -4.0% | +1.2% | -5.2% | -4.6% |
| 30D | +4.5% | +6.0% | -1.4% | +0.9% |
| 3M | +0.8% | +42.6% | -41.8% | -20.0% |
| 6M | +3.2% | +22.8% | -19.6% | -10.6% |
| YTD | +26.7% | +15.5% | +11.3% | +12.4% |
| 1Y | +85.7% | +2.0% | +83.6% | +77.2% |
| 3Y | +151.2% | -1.4% | +152.6% | +130.2% |
| 5Y | +170.0% | +30.6% | +139.4% | +95.0% |
| 10Y | +572.9% | +80.6% | +492.3% | +255.1% |
| All | +190.5% | +422.7% | -232.1% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling