-2.7%
GFS vs COPX
+183.6%
-186.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -2.4% |
| 7D | +2.6% | +5.8% | -3.1% | -0.3% |
| 30D | -16.4% | +7.2% | -23.6% | -19.6% |
| 3M | -41.6% | +16.5% | -58.1% | -46.3% |
| 6M | -3.7% | +18.4% | -22.1% | -12.6% |
| YTD | +29.3% | +31.9% | -2.6% | +9.6% |
| 1Y | +37.1% | +88.5% | -51.4% | -3.8% |
| 3Y | -22.1% | +173.1% | -195.2% | -57.2% |
| All | -2.7% | +183.6% | -186.3% | -44.7% |
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