-18.0%
GIS vs COPX
+84.7%
-102.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.5% |
| 7D | -7.8% | -4.0% | -3.9% | -8.2% |
| 30D | +6.6% | +4.5% | +2.0% | +7.0% |
| 3M | +21.0% | +0.8% | +20.1% | +22.1% |
| 6M | -9.1% | +3.2% | -12.3% | -8.6% |
| YTD | -13.6% | +26.7% | -40.3% | -10.2% |
| 1Y | -18.0% | +85.7% | -103.7% | -12.8% |
| All | -18.0% | +84.7% | -102.7% | -12.8% |
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