+317.0%
GPN vs COPX
+179.5%
+137.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.3% | -2.3% | -2.0% | -3.8% |
| 30D | 0.0% | +0.3% | -0.2% | -0.6% |
| 3M | +35.8% | +6.8% | +29.0% | +31.0% |
| 6M | +22.0% | +7.9% | +14.1% | +15.8% |
| YTD | +15.2% | +23.7% | -8.5% | +2.2% |
| 1Y | +3.5% | +71.5% | -68.0% | -19.4% |
| 3Y | -26.9% | +149.1% | -176.0% | -52.4% |
| 5Y | -44.2% | +167.3% | -211.5% | -65.6% |
| 10Y | +27.3% | +568.5% | -541.2% | -48.9% |
| All | +317.0% | +179.5% | +137.5% | +100.1% |
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