+219.4%
GLDM vs COPX
+253.1%
-33.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +4.7% | -1.0% | +5.6% | +4.8% |
| 30D | -0.9% | -14.8% | +13.9% | +2.0% |
| 3M | -4.3% | -17.2% | +12.9% | -1.0% |
| 6M | -13.4% | -14.5% | +1.1% | -11.3% |
| YTD | -5.8% | -0.4% | -5.4% | -5.5% |
| 1Y | +2.1% | +21.9% | -19.8% | -0.3% |
| 3Y | +105.0% | +123.7% | -18.7% | +84.9% |
| 5Y | +122.5% | +121.8% | +0.7% | +98.8% |
| All | +219.4% | +253.1% | -33.7% | +179.9% |
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