+12.4%
GD vs COPX
+88.4%
-76.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -3.5% | +5.8% | -9.2% | -3.9% |
| 30D | -9.0% | +7.2% | -16.3% | -9.6% |
| 3M | +5.1% | +16.5% | -11.4% | +3.4% |
| 6M | -1.0% | +18.4% | -19.5% | -3.3% |
| YTD | +7.3% | +31.9% | -24.6% | +1.1% |
| 1Y | +12.4% | +88.5% | -76.0% | -0.3% |
| All | +12.4% | +88.4% | -76.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling