+34.1%
GEN vs COPX
+107.3%
-73.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.8% |
| 7D | +2.0% | -2.8% | +4.9% | +2.5% |
| 30D | +27.7% | -14.3% | +42.1% | +30.9% |
| 3M | +3.3% | -19.0% | +22.3% | +6.6% |
| 6M | +31.8% | -24.4% | +56.2% | +37.1% |
| YTD | +13.5% | -3.2% | +16.7% | +10.3% |
| 1Y | +16.0% | +15.2% | +0.9% | +8.1% |
| 3Y | +70.6% | +127.6% | -57.1% | +31.1% |
| All | +34.1% | +107.3% | -73.2% | +6.5% |
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 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