+365.2%
GME vs COPX
+200.8%
+164.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.0% |
| 7D | +4.8% | +6.0% | -1.1% | +2.8% |
| 30D | +5.9% | +6.4% | -0.6% | +3.5% |
| 3M | -10.7% | +19.3% | -30.0% | -16.7% |
| 6M | -19.8% | +16.2% | -36.0% | -25.4% |
| YTD | -0.9% | +33.2% | -34.1% | -13.7% |
| 1Y | -15.7% | +90.2% | -105.9% | -35.6% |
| 3Y | +12.3% | +175.7% | -163.4% | -24.7% |
| 5Y | -60.1% | +193.1% | -253.2% | -73.8% |
| 10Y | +265.3% | +619.4% | -354.1% | +62.9% |
| All | +365.2% | +200.8% | +164.4% | +142.5% |
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 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