+242.5%
GLDM vs COPX
+367.7%
-125.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.5% |
| 7D | +0.7% | +5.8% | -5.0% | -0.3% |
| 30D | +0.3% | +7.2% | -6.9% | -1.0% |
| 3M | +0.7% | +16.5% | -15.8% | -2.2% |
| 6M | -15.4% | +18.4% | -33.9% | -18.3% |
| YTD | +1.0% | +31.9% | -30.9% | -3.6% |
| 1Y | +19.7% | +88.5% | -68.7% | +9.0% |
| 3Y | +126.5% | +173.1% | -46.6% | +95.8% |
| 5Y | +142.5% | +193.1% | -50.6% | +106.0% |
| All | +242.5% | +367.7% | -125.2% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling