+93.8%
GD vs COPX
+119.7%
-25.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | +8.9% | -14.8% | +23.7% | +11.2% |
| 3M | -8.0% | -17.2% | +9.2% | -6.0% |
| 6M | +2.9% | -14.5% | +17.4% | +4.1% |
| YTD | +7.1% | -0.4% | +7.5% | +4.4% |
| 1Y | +5.9% | +21.9% | -15.9% | -0.4% |
| 3Y | +53.9% | +123.7% | -69.9% | +25.6% |
| All | +93.8% | +119.7% | -25.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling