+190.6%
GD vs COPX
+592.9%
-402.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.8% |
| 7D | -3.5% | +5.8% | -9.2% | -4.8% |
| 30D | -9.0% | +7.2% | -16.3% | -10.7% |
| 3M | +5.1% | +16.5% | -11.4% | +0.5% |
| 6M | -1.0% | +18.4% | -19.5% | -6.9% |
| YTD | +7.3% | +31.9% | -24.6% | -2.8% |
| 1Y | +12.4% | +88.5% | -76.0% | -8.1% |
| 3Y | +73.7% | +173.1% | -99.4% | +23.2% |
| 5Y | +93.8% | +193.1% | -99.4% | +29.3% |
| 10Y | +190.6% | +591.7% | -401.1% | +25.5% |
| All | +190.6% | +592.9% | -402.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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