+390.3%
GDDY vs COPX
+440.9%
-50.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -2.3% | -0.8% | -2.9% |
| 30D | +6.8% | +0.3% | +6.5% | +6.2% |
| 3M | +30.5% | +6.8% | +23.6% | +26.7% |
| 6M | +13.3% | +7.9% | +5.4% | +8.0% |
| YTD | -21.0% | +23.7% | -44.7% | -29.1% |
| 1Y | -34.0% | +71.5% | -105.5% | -46.9% |
| 3Y | +33.1% | +149.1% | -116.0% | -8.6% |
| 5Y | +30.3% | +167.3% | -137.0% | -15.3% |
| 10Y | +205.5% | +568.5% | -363.0% | +33.6% |
| All | +390.3% | +440.9% | -50.5% | +154.7% |
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