+55.2%
FCX vs FGI
+46.9%
+8.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -4.9% | -7.0% | +2.1% | -4.9% |
| 30D | -17.1% | -4.2% | -12.9% | -17.1% |
| 3M | -12.7% | +55.6% | -68.3% | -12.9% |
| 6M | -2.0% | -3.2% | +1.2% | -1.5% |
| YTD | +18.1% | +29.1% | -11.0% | +12.3% |
| 1Y | +55.2% | +51.0% | +4.2% | +46.3% |
| All | +55.2% | +46.9% | +8.3% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling