+76.7%
GSK vs COPX
+583.8%
-507.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.5% | -2.3% | -1.2% | -3.2% |
| 30D | -3.4% | +0.3% | -3.7% | -3.6% |
| 3M | -8.1% | +6.8% | -14.9% | -9.6% |
| 6M | -11.1% | +7.9% | -19.1% | -13.3% |
| YTD | +0.7% | +23.7% | -23.0% | -4.9% |
| 1Y | +20.1% | +71.5% | -51.4% | +6.3% |
| 3Y | +46.1% | +149.1% | -103.0% | +17.6% |
| 5Y | +48.2% | +167.3% | -119.1% | +14.6% |
| All | +76.7% | +583.8% | -507.1% | -2.6% |
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