+86.3%
GIS vs COPX
+200.8%
-114.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -8.6% | +6.0% | -14.6% | -9.0% |
| 30D | -0.5% | +6.4% | -6.9% | -0.9% |
| 3M | +11.9% | +19.3% | -7.4% | +10.2% |
| 6M | -11.6% | +16.2% | -27.8% | -13.0% |
| YTD | -16.3% | +33.2% | -49.5% | -18.8% |
| 1Y | -21.8% | +90.2% | -112.0% | -26.5% |
| 3Y | -35.7% | +175.7% | -211.3% | -42.2% |
| 5Y | -22.9% | +193.1% | -216.0% | -32.1% |
| 10Y | -16.8% | +619.4% | -636.2% | -37.0% |
| All | +86.3% | +200.8% | -114.4% | +52.1% |
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