+75.8%
GM vs COPX
+163.4%
-87.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -1.1% | +0.3% | -1.4% | -1.7% |
| 3M | +6.1% | +6.8% | -0.7% | +2.6% |
| 6M | +15.0% | +7.9% | +7.0% | +9.2% |
| YTD | +6.0% | +23.7% | -17.8% | -5.9% |
| 1Y | +47.1% | +71.5% | -24.4% | +12.5% |
| 3Y | +170.5% | +149.1% | +21.4% | +66.9% |
| All | +75.8% | +163.4% | -87.6% | +1.5% |
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