+406.3%
GE vs COPX
+198.0%
+208.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.3% |
| 7D | +1.2% | +5.8% | -4.6% | -1.1% |
| 30D | -9.5% | +7.2% | -16.7% | -12.2% |
| 3M | +4.1% | +16.5% | -12.4% | -3.0% |
| 6M | +3.9% | +18.4% | -14.5% | -4.7% |
| YTD | +9.0% | +31.9% | -22.9% | -5.5% |
| 1Y | +21.9% | +88.5% | -66.6% | -9.2% |
| 3Y | +281.8% | +173.1% | +108.7% | +133.8% |
| 5Y | +436.7% | +193.1% | +243.6% | +207.8% |
| 10Y | +151.5% | +591.7% | -440.1% | -6.2% |
| All | +406.3% | +198.0% | +208.3% | +145.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling