-5.5%
GTLB vs COPX
+73.7%
-79.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -2.3% | -3.3% | -5.9% |
| 30D | +15.1% | +0.3% | +14.9% | +15.3% |
| 3M | +65.5% | +6.8% | +58.6% | +67.3% |
| 6M | +102.9% | +7.9% | +94.9% | +104.8% |
| YTD | +25.2% | +23.7% | +1.5% | +27.0% |
| 1Y | -5.5% | +71.5% | -77.1% | -2.2% |
| All | -5.5% | +73.7% | -79.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling