-58.4%
GME vs COPX
+163.4%
-221.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +10.4% | -2.3% | +12.7% | +11.2% |
| 30D | +14.1% | +0.3% | +13.8% | +13.2% |
| 3M | -4.6% | +6.8% | -11.5% | -9.2% |
| 6M | -13.5% | +7.9% | -21.5% | -20.0% |
| YTD | +5.3% | +23.7% | -18.4% | -13.3% |
| 1Y | -14.9% | +71.5% | -86.4% | -43.5% |
| 3Y | +24.3% | +149.1% | -124.8% | -36.1% |
| All | -58.4% | +163.4% | -221.8% | -79.2% |
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