+67.4%
FCX vs FGI
-68.3%
+135.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +2.9% |
| 7D | -0.8% | +6.9% | -7.6% | -0.8% |
| 30D | -15.1% | +3.9% | -19.0% | -15.1% |
| 3M | -9.6% | +74.3% | -83.9% | -11.3% |
| 6M | -3.1% | +28.9% | -32.0% | -4.5% |
| YTD | +23.4% | +39.1% | -15.7% | +19.2% |
| 1Y | +52.7% | +49.3% | +3.3% | +46.6% |
| 3Y | +91.4% | +5.7% | +85.7% | +83.2% |
| All | +67.4% | -68.3% | +135.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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