+770.7%
GS vs COPX
+186.2%
+584.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.7% |
| 30D | -1.6% | +4.5% | -6.1% | -3.6% |
| 3M | -4.5% | +0.8% | -5.3% | -5.4% |
| 6M | +20.9% | +3.2% | +17.7% | +17.4% |
| YTD | +19.9% | +26.7% | -6.8% | +5.2% |
| 1Y | +41.4% | +85.7% | -44.3% | +4.2% |
| 3Y | +239.2% | +151.2% | +88.0% | +111.0% |
| 5Y | +185.0% | +170.0% | +15.1% | +64.5% |
| 10Y | +655.0% | +572.9% | +82.0% | +167.9% |
| All | +770.7% | +186.2% | +584.5% | +310.8% |
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 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