+579.2%
GD vs COPX
+186.2%
+393.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -5.3% | -4.0% | -1.3% | -4.2% |
| 30D | -6.4% | +4.5% | -11.0% | -7.7% |
| 3M | +5.7% | +0.8% | +4.9% | +4.5% |
| 6M | -0.9% | +3.2% | -4.1% | -3.7% |
| YTD | +8.2% | +26.7% | -18.6% | -1.7% |
| 1Y | +13.4% | +85.7% | -72.3% | -8.1% |
| 3Y | +68.5% | +151.2% | -82.7% | +20.7% |
| 5Y | +97.2% | +170.0% | -72.8% | +33.2% |
| 10Y | +190.2% | +572.9% | -382.7% | +34.1% |
| All | +579.2% | +186.2% | +393.0% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling