+153.8%
GEN vs COPX
+583.8%
-430.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.3% | -2.3% | +1.1% | -0.9% |
| 30D | +6.1% | +0.3% | +5.9% | +5.9% |
| 3M | +27.0% | +6.8% | +20.1% | +24.5% |
| 6M | +43.9% | +7.9% | +35.9% | +39.6% |
| YTD | +13.0% | +23.7% | -10.8% | +5.4% |
| 1Y | +4.0% | +71.5% | -67.5% | -10.5% |
| 3Y | +66.2% | +149.1% | -82.9% | +28.5% |
| 5Y | +23.2% | +167.3% | -144.2% | -8.0% |
| All | +153.8% | +583.8% | -430.0% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling