-14.9%
GME vs COPX
+73.7%
-88.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -2.3% | +12.7% | +10.5% |
| 30D | +14.1% | +0.3% | +13.8% | +13.8% |
| 3M | -4.6% | +6.8% | -11.5% | -5.6% |
| 6M | -13.5% | +7.9% | -21.5% | -15.7% |
| YTD | +5.3% | +23.7% | -18.4% | -4.0% |
| 1Y | -14.9% | +71.5% | -86.4% | -29.7% |
| All | -14.9% | +73.7% | -88.6% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling