+452.7%
GS vs COPX
+343.9%
+108.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -1.0% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | -2.4% | -14.8% | +12.3% | +4.7% |
| 3M | -15.7% | -17.2% | +1.5% | -8.8% |
| 6M | -6.8% | -14.5% | +7.7% | -1.4% |
| YTD | -0.1% | -0.4% | +0.4% | -3.6% |
| 1Y | +12.1% | +21.9% | -9.8% | -1.7% |
| 3Y | +185.8% | +123.7% | +62.0% | +78.6% |
| 5Y | +140.1% | +121.8% | +18.3% | +42.9% |
| All | +452.7% | +343.9% | +108.9% | +98.8% |
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 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