-7.8%
GLDM vs COPX
+16.7%
-24.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.4% |
| 7D | -5.5% | +1.1% | -6.6% | -6.0% |
| 30D | -7.0% | -15.9% | +8.9% | -0.2% |
| 3M | -12.3% | -19.6% | +7.3% | -4.4% |
| 6M | -17.9% | -21.5% | +3.6% | -10.4% |
| YTD | -10.3% | -0.8% | -9.5% | -9.8% |
| 1Y | -7.8% | +15.2% | -22.9% | -9.5% |
| All | -7.8% | +16.7% | -24.4% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling