-36.9%
GLXY vs COPX
+80.6%
-117.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -3.2% |
| 7D | +5.3% | -2.8% | +8.1% | +8.0% |
| 30D | -19.8% | -14.3% | -5.5% | -8.8% |
| 3M | -31.4% | -19.0% | -12.3% | -17.9% |
| 6M | -53.3% | -24.4% | -28.9% | -41.9% |
| YTD | -35.7% | -3.2% | -32.5% | -36.0% |
| 1Y | -47.2% | +15.2% | -62.4% | -55.5% |
| All | -36.9% | +80.6% | -117.5% | -62.8% |
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