-7.8%
GFS vs COPX
+113.4%
-121.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +1.2% |
| 7D | +17.2% | +1.1% | +16.1% | +16.5% |
| 30D | -8.7% | -15.9% | +7.1% | -0.3% |
| 3M | -19.7% | -19.6% | -0.1% | -10.6% |
| 6M | -40.7% | -21.5% | -19.2% | -33.4% |
| YTD | +22.5% | -0.8% | +23.3% | +19.8% |
| 1Y | +25.2% | +15.2% | +10.1% | +13.2% |
| 3Y | -17.7% | +134.7% | -152.4% | -51.3% |
| 5Y | -23.5% | +111.3% | -134.8% | -50.2% |
| All | -7.8% | +113.4% | -121.2% | -39.6% |
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