+20.9%
GPN vs COPX
+7.1%
+13.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.7% | +2.6% |
| 7D | -3.5% | -2.9% | -0.6% | -3.3% |
| 30D | +3.1% | 0.0% | +3.1% | +2.8% |
| 3M | +42.3% | +14.8% | +27.5% | +37.9% |
| 6M | +20.9% | +7.0% | +13.8% | +18.5% |
| All | +20.9% | +7.1% | +13.8% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling