+188.9%
GS vs COPX
+186.1%
+2.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.7% |
| 7D | +3.4% | +5.8% | -2.4% | +1.3% |
| 30D | +0.2% | +7.2% | -7.0% | -2.4% |
| 3M | -0.3% | +16.5% | -16.8% | -6.1% |
| 6M | +27.4% | +18.4% | +8.9% | +18.4% |
| YTD | +19.6% | +31.9% | -12.3% | +5.7% |
| 1Y | +42.5% | +88.5% | -46.0% | +10.1% |
| 3Y | +240.4% | +173.1% | +67.3% | +121.4% |
| 5Y | +188.9% | +193.1% | -4.2% | +75.5% |
| All | +188.9% | +186.1% | +2.8% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling