+121.8%
COPX vs GPC
+366.9%
-245.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -14.3% | -6.3% | -8.0% | -11.3% |
| 3M | -19.0% | -8.2% | -10.9% | -15.4% |
| 6M | -24.4% | +27.1% | -51.5% | -36.1% |
| YTD | -3.2% | +3.1% | -6.4% | -8.7% |
| 1Y | +15.2% | +0.1% | +15.1% | +10.6% |
| 3Y | +127.6% | +0.2% | +127.4% | +104.8% |
| 5Y | +106.0% | +4.9% | +101.1% | +71.8% |
| 10Y | +313.7% | +75.2% | +238.5% | +115.6% |
| All | +121.8% | +366.9% | -245.0% | -63.8% |
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