-10.3%
GTLB vs COPX
+149.6%
-159.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | +3.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | +12.3% | 0.0% | +12.3% | +12.0% |
| 3M | +65.9% | +14.8% | +51.1% | +60.2% |
| 6M | +104.0% | +7.0% | +96.9% | +97.1% |
| YTD | +26.0% | +23.8% | +2.2% | +12.8% |
| 1Y | -3.5% | +75.7% | -79.2% | -26.7% |
| All | -10.3% | +149.6% | -159.9% | -43.4% |
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