+669.0%
GRMN vs COPX
+583.8%
+85.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +2.4% | -2.3% | +4.8% | +3.0% |
| 30D | -8.5% | +0.3% | -8.7% | -8.8% |
| 3M | +19.5% | +6.8% | +12.6% | +15.8% |
| 6M | +21.2% | +7.9% | +13.2% | +15.9% |
| YTD | +41.0% | +23.7% | +17.3% | +27.7% |
| 1Y | +19.6% | +71.5% | -51.9% | -3.4% |
| 3Y | +183.8% | +149.1% | +34.7% | +95.3% |
| 5Y | +83.0% | +167.3% | -84.3% | +18.6% |
| All | +669.0% | +583.8% | +85.2% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling