-37.6%
GIS vs COPX
+149.4%
-186.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -2.3% | -4.0% | -6.4% |
| 30D | -6.1% | +0.3% | -6.4% | -6.1% |
| 3M | +7.8% | +6.8% | +1.0% | +8.3% |
| 6M | -8.8% | +7.9% | -16.7% | -8.5% |
| YTD | -19.1% | +23.7% | -42.9% | -18.9% |
| 1Y | -24.8% | +71.5% | -96.3% | -24.9% |
| 3Y | -37.6% | +149.1% | -186.7% | -39.0% |
| All | -37.6% | +149.4% | -186.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling