+218.9%
GLD vs COPX
+118.6%
+100.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -4.6% | -2.8% | -1.7% | -4.2% |
| 30D | -5.5% | -14.3% | +8.9% | -3.2% |
| 3M | -10.9% | -19.0% | +8.1% | -8.1% |
| 6M | -17.4% | -24.4% | +7.0% | -14.2% |
| YTD | -10.3% | -3.2% | -7.1% | -9.8% |
| 1Y | -7.2% | +15.2% | -22.3% | -8.7% |
| 3Y | +96.9% | +127.6% | -30.7% | +77.6% |
| 5Y | +103.8% | +106.0% | -2.3% | +83.7% |
| 10Y | +203.5% | +313.7% | -110.2% | +149.8% |
| All | +218.9% | +118.6% | +100.3% | +180.1% |
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