+1,768.2%
GNRC vs COPX
+179.5%
+1,588.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -0.2% | -2.3% | +2.2% | +0.8% |
| 30D | -15.7% | +0.3% | -16.0% | -16.1% |
| 3M | -27.3% | +6.8% | -34.2% | -30.0% |
| 6M | -12.1% | +7.9% | -20.0% | -16.5% |
| YTD | +37.1% | +23.7% | +13.4% | +21.1% |
| 1Y | -0.5% | +71.5% | -72.0% | -24.7% |
| 3Y | +61.5% | +149.1% | -87.6% | +0.5% |
| 5Y | -58.6% | +167.3% | -225.9% | -75.2% |
| 10Y | +446.3% | +568.5% | -122.3% | +107.3% |
| All | +1,768.2% | +179.5% | +1,588.7% | +773.0% |
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