+388.8%
GH vs COPX
+373.8%
+15.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | -2.3% | -0.1% | -1.6% |
| 30D | -4.7% | +0.3% | -4.9% | -5.1% |
| 3M | +20.2% | +6.8% | +13.4% | +15.2% |
| 6M | +78.8% | +7.9% | +70.8% | +68.0% |
| YTD | +54.1% | +23.7% | +30.3% | +32.8% |
| 1Y | +177.1% | +71.5% | +105.5% | +99.9% |
| 3Y | +371.6% | +149.1% | +222.5% | +172.2% |
| 5Y | +21.9% | +167.3% | -145.4% | -33.0% |
| All | +388.8% | +373.8% | +15.0% | +89.4% |
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