+829.3%
GILD vs COPX
+179.5%
+649.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -2.3% | -2.5% | -4.5% |
| 30D | +5.8% | +0.3% | +5.5% | +5.5% |
| 3M | +14.9% | +6.8% | +8.1% | +12.9% |
| 6M | -0.4% | +7.9% | -8.3% | -3.0% |
| YTD | +18.5% | +23.7% | -5.2% | +11.8% |
| 1Y | +25.1% | +71.5% | -46.4% | +10.5% |
| 3Y | +105.9% | +149.1% | -43.2% | +65.4% |
| 5Y | +143.0% | +167.3% | -24.3% | +87.2% |
| 10Y | +162.4% | +568.5% | -406.1% | +52.4% |
| All | +829.3% | +179.5% | +649.7% | +518.6% |
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