+40.1%
GILD vs COPX
+22.8%
+17.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -3.7% |
| 7D | +1.2% | -7.5% | +8.7% | +1.5% |
| 30D | +16.2% | -18.6% | +34.8% | +17.1% |
| 3M | +27.9% | -19.0% | +46.9% | +28.8% |
| 6M | +27.1% | -9.9% | +37.0% | +26.5% |
| YTD | +39.0% | -1.8% | +40.8% | +37.9% |
| 1Y | +40.1% | +21.6% | +18.5% | +38.7% |
| All | +40.1% | +22.8% | +17.3% | +38.7% |
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 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