+394.5%
GLW vs COPX
+193.3%
+201.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +16.9% | +6.0% | +10.9% | +13.9% |
| 30D | +7.0% | +6.4% | +0.5% | +3.9% |
| 3M | -3.0% | +19.3% | -22.3% | -10.4% |
| 6M | +31.0% | +16.2% | +14.7% | +22.8% |
| YTD | +93.4% | +33.2% | +60.3% | +72.8% |
| 1Y | +134.7% | +90.2% | +44.5% | +85.5% |
| 3Y | +471.8% | +175.7% | +296.1% | +281.4% |
| 5Y | +394.5% | +193.1% | +201.3% | +213.3% |
| All | +394.5% | +193.3% | +201.2% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling