+15.5%
GLXY vs COPX
+136.5%
-121.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +13.4% | -4.0% | +17.4% | +17.2% |
| 30D | +38.1% | +4.5% | +33.6% | +33.7% |
| 3M | -7.3% | +0.8% | -8.2% | -8.3% |
| 6M | +8.2% | +3.2% | +5.0% | +4.6% |
| YTD | +17.8% | +26.7% | -9.0% | -5.9% |
| 1Y | +14.9% | +85.7% | -70.8% | -34.4% |
| All | +15.5% | +136.5% | -121.0% | -45.3% |
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 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