+264.9%
GLD vs COPX
+186.2%
+78.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | +4.4% | +4.5% | -0.1% | +3.7% |
| 3M | -1.1% | +0.8% | -1.9% | -1.4% |
| 6M | -13.8% | +3.2% | -17.0% | -14.6% |
| YTD | +2.6% | +26.7% | -24.1% | -0.8% |
| 1Y | +24.5% | +85.7% | -61.2% | +14.8% |
| 3Y | +125.8% | +151.2% | -25.3% | +99.2% |
| 5Y | +137.8% | +170.0% | -32.2% | +105.8% |
| 10Y | +221.4% | +572.9% | -351.5% | +147.5% |
| All | +264.9% | +186.2% | +78.7% | +208.0% |
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 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