+19.8%
GME vs COPX
+149.6%
-129.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | +4.9% |
| 7D | +6.0% | -2.9% | +8.9% | +6.8% |
| 30D | +8.3% | 0.0% | +8.3% | +7.8% |
| 3M | -9.1% | +14.8% | -23.9% | -14.9% |
| 6M | -16.3% | +7.0% | -23.4% | -20.9% |
| YTD | +1.5% | +23.8% | -22.3% | -14.3% |
| 1Y | -16.3% | +75.7% | -92.0% | -43.3% |
| All | +19.8% | +149.6% | -129.8% | -34.5% |
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 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