+240.0%
GM vs COPX
+141.8%
+98.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.0% | +9.8% | +5.9% |
| 7D | -1.1% | -2.9% | +1.8% | -0.1% |
| 30D | -3.4% | 0.0% | -3.4% | -4.0% |
| 3M | +8.7% | +14.8% | -6.1% | +0.8% |
| 6M | +15.4% | +7.0% | +8.4% | +8.8% |
| YTD | +6.6% | +23.8% | -17.2% | -7.4% |
| 1Y | +51.5% | +75.7% | -24.2% | +10.3% |
| 3Y | +169.3% | +156.4% | +13.0% | +57.1% |
| 5Y | +81.6% | +167.6% | -86.0% | +0.5% |
| 10Y | +240.7% | +569.1% | -328.5% | +13.9% |
| All | +240.0% | +141.8% | +98.2% | +75.4% |
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