+199.8%
GS vs COPX
+128.6%
+71.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +5.9% | -2.8% | +8.7% | +6.9% |
| 30D | +4.3% | -14.3% | +18.6% | +10.2% |
| 3M | -11.7% | -19.0% | +7.4% | -5.0% |
| 6M | -3.2% | -24.4% | +21.2% | +5.7% |
| YTD | +5.8% | -3.2% | +9.0% | +4.2% |
| 1Y | +16.0% | +15.2% | +0.9% | +7.3% |
| 3Y | +199.8% | +127.6% | +72.1% | +102.9% |
| All | +199.8% | +128.6% | +71.2% | +102.9% |
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