+656.2%
GS vs COPX
+600.1%
+56.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.0% |
| 7D | +3.4% | +5.8% | -2.4% | +0.8% |
| 30D | +0.2% | +7.2% | -7.0% | -3.1% |
| 3M | -0.3% | +16.5% | -16.8% | -7.5% |
| 6M | +27.4% | +18.4% | +8.9% | +15.9% |
| YTD | +19.6% | +31.9% | -12.3% | +2.1% |
| 1Y | +42.5% | +88.5% | -46.0% | +2.2% |
| 3Y | +240.4% | +173.1% | +67.3% | +95.6% |
| 5Y | +188.9% | +193.1% | -4.2% | +51.7% |
| All | +656.2% | +600.1% | +56.1% | +116.5% |
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