+216.8%
GLDM vs COPX
+261.1%
-44.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.5% | -2.0% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | -3.9% | -15.0% | +11.1% | -1.1% |
| 3M | -8.1% | -18.6% | +10.5% | -4.7% |
| 6M | -14.7% | -14.9% | +0.3% | -12.5% |
| YTD | -6.6% | +1.8% | -8.4% | -6.7% |
| 1Y | -2.1% | +19.7% | -21.7% | -4.2% |
| 3Y | +107.7% | +140.9% | -33.2% | +85.6% |
| 5Y | +116.5% | +130.6% | -14.1% | +92.4% |
| All | +216.8% | +261.1% | -44.3% | +176.4% |
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