-54.8%
GTLB vs COPX
+159.2%
-214.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -2.3% | -3.3% | -5.2% |
| 30D | +15.1% | +0.3% | +14.9% | +14.3% |
| 3M | +65.5% | +6.8% | +58.6% | +59.1% |
| 6M | +102.9% | +7.9% | +94.9% | +88.6% |
| YTD | +25.2% | +23.7% | +1.5% | +5.2% |
| 1Y | -5.5% | +71.5% | -77.1% | -35.1% |
| 3Y | -10.9% | +149.1% | -160.0% | -53.7% |
| All | -54.8% | +159.2% | -214.0% | -74.2% |
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 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