+140.0%
GLD vs COPX
+193.3%
-53.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +0.1% | +6.0% | -5.8% | -1.4% |
| 30D | +0.2% | +6.4% | -6.2% | -1.4% |
| 3M | +3.2% | +19.3% | -16.1% | -1.6% |
| 6M | -14.6% | +16.2% | -30.9% | -18.5% |
| YTD | +1.8% | +33.2% | -31.4% | -5.2% |
| 1Y | +20.7% | +90.2% | -69.5% | +5.1% |
| 3Y | +126.5% | +175.7% | -49.2% | +82.4% |
| 5Y | +140.0% | +193.1% | -53.1% | +87.6% |
| All | +140.0% | +193.3% | -53.2% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling