+18.2%
GLD vs COPX
+76.0%
-57.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | +1.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.4% |
| 30D | -1.1% | 0.0% | -1.2% | -1.4% |
| 3M | +5.8% | +14.8% | -9.0% | -0.9% |
| 6M | -17.1% | +7.0% | -24.1% | -20.8% |
| YTD | 0.0% | +23.8% | -23.8% | -8.3% |
| 1Y | +18.2% | +75.7% | -57.5% | -0.8% |
| All | +18.2% | +76.0% | -57.8% | -0.8% |
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