+30.4%
GDDY vs COPX
+163.4%
-133.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -2.3% | -0.8% | -3.1% |
| 30D | +6.8% | +0.3% | +6.5% | +6.5% |
| 3M | +30.5% | +6.8% | +23.6% | +28.7% |
| 6M | +13.3% | +7.9% | +5.4% | +10.6% |
| YTD | -21.0% | +23.7% | -44.7% | -26.4% |
| 1Y | -34.0% | +71.5% | -105.5% | -43.7% |
| 3Y | +33.1% | +149.1% | -116.0% | -1.3% |
| All | +30.4% | +163.4% | -133.0% | -6.2% |
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