-0.8%
GFS vs COPX
+166.3%
-167.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +3.6% |
| 7D | +3.2% | -2.9% | +6.1% | +4.5% |
| 30D | -9.6% | 0.0% | -9.6% | -10.0% |
| 3M | -38.5% | +14.8% | -53.3% | -43.2% |
| 6M | -1.3% | +7.0% | -8.3% | -6.0% |
| YTD | +31.8% | +23.8% | +8.0% | +15.1% |
| 1Y | +44.6% | +75.7% | -31.1% | +4.9% |
| 3Y | -20.6% | +156.4% | -177.0% | -55.0% |
| All | -0.8% | +166.3% | -167.1% | -42.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling