+32,991.5%
GILD vs COP
+4,423.2%
+28,568.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -5.3% |
| 30D | +5.8% | +8.6% | -2.8% | +3.8% |
| 3M | +14.9% | +19.9% | -4.9% | +10.1% |
| 6M | -0.4% | +19.0% | -19.4% | -4.9% |
| YTD | +18.5% | +50.0% | -31.4% | +7.0% |
| 1Y | +25.1% | +50.5% | -25.4% | +12.5% |
| 3Y | +105.9% | +25.2% | +80.7% | +89.6% |
| 5Y | +143.0% | +194.3% | -51.3% | +74.1% |
| 10Y | +162.4% | +342.9% | -180.5% | +50.5% |
| All | +32,991.5% | +4,423.2% | +28,568.3% | +9,148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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