+172.2%
GRMN vs COPX
+149.6%
+22.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +1.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -12.1% | 0.0% | -12.1% | -12.3% |
| 3M | +18.0% | +14.8% | +3.2% | +13.4% |
| 6M | +13.7% | +7.0% | +6.7% | +10.4% |
| YTD | +35.3% | +23.8% | +11.4% | +25.8% |
| 1Y | +17.2% | +75.7% | -58.5% | -0.9% |
| All | +172.2% | +149.6% | +22.6% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling