+5.8%
GD vs COPX
+16.7%
-10.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | +9.2% | -15.9% | +25.1% | +10.3% |
| 3M | -7.5% | -19.6% | +12.1% | -6.4% |
| 6M | +5.8% | -21.5% | +27.3% | +6.8% |
| YTD | +9.8% | -0.8% | +10.5% | +2.5% |
| 1Y | +5.8% | +15.2% | -9.4% | -4.4% |
| All | +5.8% | +16.7% | -10.9% | -4.4% |
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