+96.9%
GLD vs COPX
+128.6%
-31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -4.6% | -2.8% | -1.7% | -3.7% |
| 30D | -5.5% | -14.3% | +8.9% | -0.8% |
| 3M | -10.9% | -19.0% | +8.1% | -4.9% |
| 6M | -17.4% | -24.4% | +7.0% | -10.6% |
| YTD | -10.3% | -3.2% | -7.1% | -9.1% |
| 1Y | -7.2% | +15.2% | -22.3% | -9.6% |
| 3Y | +96.9% | +127.6% | -30.7% | +61.5% |
| All | +96.9% | +128.6% | -31.6% | +61.5% |
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