+13.1%
GRMN vs COPX
+23.4%
-10.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -1.4% | +6.0% | -7.4% | -2.5% |
| 30D | -13.1% | +6.4% | -19.5% | -14.1% |
| 3M | +14.9% | +19.3% | -4.3% | +10.8% |
| 6M | +13.1% | +16.2% | -3.1% | +8.1% |
| All | +13.1% | +23.4% | -10.3% | +8.1% |
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 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