+1,125.2%
GRMN vs COPX
+200.8%
+924.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -1.4% | +6.0% | -7.4% | -3.2% |
| 30D | -13.1% | +6.4% | -19.5% | -14.9% |
| 3M | +14.9% | +19.3% | -4.3% | +7.7% |
| 6M | +13.1% | +16.2% | -3.1% | +5.9% |
| YTD | +35.3% | +33.2% | +2.1% | +20.2% |
| 1Y | +16.0% | +90.2% | -74.2% | -8.6% |
| 3Y | +179.6% | +175.7% | +3.9% | +89.5% |
| 5Y | +75.0% | +193.1% | -118.1% | +12.7% |
| 10Y | +644.1% | +619.4% | +24.7% | +230.3% |
| All | +1,125.2% | +200.8% | +924.5% | +522.1% |
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