+163.1%
GH vs COPX
+84.7%
+78.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | -0.1% | -4.0% | +3.9% | +0.7% |
| 30D | -1.1% | +4.5% | -5.6% | -2.0% |
| 3M | +21.3% | +0.8% | +20.5% | +20.8% |
| 6M | +73.5% | +3.2% | +70.3% | +69.6% |
| YTD | +58.0% | +26.7% | +31.3% | +53.1% |
| 1Y | +163.1% | +85.7% | +77.4% | +175.0% |
| All | +163.1% | +84.7% | +78.4% | +175.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling