+632.4%
GEV vs COPX
+129.3%
+503.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +1.6% | -2.3% | +4.0% | +2.7% |
| 30D | -7.9% | +0.3% | -8.2% | -8.4% |
| 3M | +5.6% | +6.8% | -1.2% | +1.2% |
| 6M | +13.1% | +7.9% | +5.1% | +6.3% |
| YTD | +46.7% | +23.7% | +23.0% | +26.1% |
| 1Y | +51.3% | +71.5% | -20.2% | +8.2% |
| All | +632.4% | +129.3% | +503.2% | +335.9% |
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 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