+129.7%
GLDM vs COPX
+150.7%
-21.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -0.5% | -4.0% | +3.4% | +0.8% |
| 30D | +4.4% | +4.5% | -0.1% | +3.0% |
| 3M | -1.1% | +0.8% | -1.9% | -1.8% |
| 6M | -13.7% | +3.2% | -16.9% | -15.6% |
| YTD | +2.8% | +26.7% | -23.9% | -4.0% |
| 1Y | +24.8% | +85.7% | -60.8% | +7.4% |
| All | +129.7% | +150.7% | -21.0% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling