+64.6%
GEN vs COPX
+149.6%
-85.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +1.9% |
| 7D | -4.3% | -2.9% | -1.4% | -4.0% |
| 30D | +3.8% | 0.0% | +3.7% | +3.6% |
| 3M | +22.3% | +14.8% | +7.5% | +18.5% |
| 6M | +39.0% | +7.0% | +31.9% | +35.9% |
| YTD | +11.9% | +23.8% | -12.0% | +4.3% |
| 1Y | +4.5% | +75.7% | -71.2% | -11.9% |
| All | +64.6% | +149.6% | -85.0% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling