+393.9%
GH vs COPX
+374.2%
+19.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | +0.9% |
| 7D | -1.2% | -2.9% | +1.6% | -0.1% |
| 30D | -3.7% | 0.0% | -3.7% | -4.0% |
| 3M | +21.7% | +14.8% | +6.9% | +12.5% |
| 6M | +75.7% | +7.0% | +68.7% | +65.9% |
| YTD | +55.7% | +23.8% | +31.8% | +34.1% |
| 1Y | +181.1% | +75.7% | +105.4% | +100.3% |
| 3Y | +371.6% | +156.4% | +215.2% | +168.1% |
| 5Y | +23.2% | +167.6% | -144.4% | -32.4% |
| All | +393.9% | +374.2% | +19.7% | +91.3% |
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