+407.3%
GEN vs COPX
+186.2%
+221.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | -1.2% | -4.0% | +2.8% | -0.2% |
| 30D | +10.1% | +4.5% | +5.6% | +8.8% |
| 3M | +16.1% | +0.8% | +15.3% | +14.8% |
| 6M | +38.9% | +3.2% | +35.7% | +35.4% |
| YTD | +14.4% | +26.7% | -12.3% | +4.8% |
| 1Y | +5.9% | +85.7% | -79.8% | -13.0% |
| 3Y | +58.8% | +151.2% | -92.4% | +17.6% |
| 5Y | +24.7% | +170.0% | -145.3% | -11.8% |
| 10Y | +163.1% | +572.9% | -409.9% | +31.8% |
| All | +407.3% | +186.2% | +221.1% | +209.9% |
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