-0.8%
GFS vs COPX
+186.3%
-187.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +4.5% | +6.0% | -1.5% | +1.4% |
| 30D | -8.2% | +6.4% | -14.6% | -11.3% |
| 3M | -38.9% | +19.3% | -58.1% | -44.5% |
| 6M | -2.9% | +16.2% | -19.1% | -11.1% |
| YTD | +31.8% | +33.2% | -1.4% | +11.2% |
| 1Y | +43.1% | +90.2% | -47.1% | 0.0% |
| 3Y | -20.6% | +175.7% | -196.3% | -56.5% |
| All | -0.8% | +186.3% | -187.1% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling